Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102394.0024 | 363793.426 | -261399.4237 | -99884.3683 | 221308.5739 | -321192.9422 |
Total P&L (%) | 102.394 | 363.7934 | -261.3994 | -99.8844 | 221.3086 | -321.1929 |
Avg Daily Profit (%) | 0.0554 | 0.1968 | -0.1414 | -0.3651 | 0.0631 | 0 |
Buy And Hold Return (%) | 57.3793 | 57.3793 | 57.3793 | 57.3793 | 57.3793 | 57.3793 |
Max Trade Drawdown | -227574 | -178218 | -372729 | -234299 | -37376 | -313766 |
Profit Factor | 1.0513 | 1.444 | 0.7779 | 0.845 | 2.4937 | 0.3526 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 52.0134 | 52.349 | 51.6779 | 52.0134 | 52.349 | 51.6779 |
Ratio Avg Win / Avg Loss | 0.9699 | 1.3144 | 0.7274 | 0.7795 | 2.2699 | 0.3297 |
Largest Winning Trade | 79806 | 79806 | 41543 | 59423 | 59423 | 24477 |
Largest Losing Trade | -95373 | -47829 | -95373 | -71562 | -35532 | -71562 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5480 | 2749 | 2731 | 5480 | 2749 | 2731 |
Profit Streak | 6.9456 | 0 | 12.9456 | 6.9456 | 0 | 12.9456 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -290281 | 307427 | -579832 | -577996 | -105782 | -579832 |
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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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