Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193767.2216 | 346745.5698 | -152978.3483 | -99909.1314 | 140122.2757 | -240031.4071 |
Total P&L (%) | 193.7672 | 346.7456 | -152.9783 | -99.9091 | 140.1223 | -240.0314 |
Avg Daily Profit (%) | 0.1047 | 0.1873 | -0.0826 | -0.3775 | 0.0473 | 0 |
Buy And Hold Return (%) | 61.9777 | 61.9777 | 61.9777 | 61.9777 | 61.9777 | 61.9777 |
Max Trade Drawdown | -182222 | -83241 | -306575 | -217121 | -25517 | -277341 |
Profit Factor | 1.1148 | 1.5133 | 0.8489 | 0.7429 | 2.8866 | 0.2363 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 132 | 63 | 69 | 142 | 73 | 69 |
Losing Trades | 129 | 67 | 62 | 119 | 57 | 62 |
Profitability (%) | 50.5747 | 48.4615 | 52.6718 | 54.4061 | 56.1538 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.0895 | 1.6094 | 0.7628 | 0.6225 | 2.2539 | 0.2123 |
Largest Winning Trade | 66382 | 66382 | 35644 | 61694 | 61694 | 21000 |
Largest Losing Trade | -150691 | -46989 | -150691 | -96275 | -27439 | -96275 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 13 | 13 | 13 | 14 | 12 | 15 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 14 | 14 |
Bars Traded | 3695 | 1727 | 1968 | 3695 | 1727 | 1968 |
Profit Streak | 11.0428 | 34.5428 | 11.0428 | 11.0428 | 34.5428 | 11.0428 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147713 | 343334 | -579720 | -577470 | -127488 | -579720 |
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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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