Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243141.23 | 437717.9258 | -194576.6958 | -102422.1693 | -304229.29 | 201807.1207 |
Total P&L (%) | 243.1412 | 437.7179 | -194.5767 | -102.4222 | -304.2293 | 201.8071 |
Avg Daily Profit (%) | 0.131 | 0.2358 | -0.1048 | 0 | 0 | 0.0595 |
Buy And Hold Return (%) | 158.0852 | 158.0852 | 158.0852 | 158.0852 | 158.0852 | 158.0852 |
Max Trade Drawdown | -289171 | -93926 | -344762 | -519798 | -462430 | -195590 |
Profit Factor | 1.1523 | 1.8023 | 0.8149 | 0.8972 | 0.4646 | 1.4709 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 129 | 60 | 69 | 110 | 53 | 57 |
Losing Trades | 94 | 52 | 42 | 113 | 59 | 54 |
Profitability (%) | 57.8475 | 53.5714 | 62.1622 | 49.3274 | 47.3214 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.8396 | 1.562 | 0.496 | 0.9217 | 0.5171 | 1.3935 |
Largest Winning Trade | 67054 | 67054 | 57617 | 239530 | 71497 | 239530 |
Largest Losing Trade | -129621 | -36327 | -129621 | -160610 | -108585 | -160610 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 21 | 17 | 24 | 26 | 24 | 28 |
Avg Bars in Losers | 29 | 24 | 34 | 22 | 18 | 28 |
Bars Traded | 5459 | 2338 | 3121 | 5459 | 2338 | 3121 |
Profit Streak | 0 | 0 | 48.9156 | 17.9156 | 85.2489 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80355 | 306489 | -578619 | -579029 | -580434 | -191853 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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