Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260702.9043 | 290786.1028 | -30083.1985 | -92933.3099 | 102784.5829 | -195717.8928 |
Total P&L (%) | 260.7029 | 290.7861 | -30.0832 | -92.9333 | 102.7846 | -195.7179 |
Avg Daily Profit (%) | 0.1409 | 0.1572 | -0.0163 | -0.1431 | 0.0382 | 0 |
Buy And Hold Return (%) | 95.5033 | 95.5033 | 95.5033 | 95.5033 | 95.5033 | 95.5033 |
Max Trade Drawdown | -157892 | -62273 | -207959 | -136670 | -2222 | -208868 |
Profit Factor | 1.2958 | 1.9769 | 0.9485 | 0.5919 | 12.0751 | 0.104 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Losing Trades | 74 | 29 | 45 | 74 | 29 | 45 |
Profitability (%) | 56.4706 | 65.8824 | 47.0588 | 56.4706 | 65.8824 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.9989 | 1.0238 | 1.067 | 0.4562 | 6.2532 | 0.117 |
Largest Winning Trade | 62308 | 62308 | 44867 | 32813 | 32813 | 10475 |
Largest Losing Trade | -98165 | -31396 | -98165 | -134874 | -2222 | -134874 |
Avg Bars in Trades | 63 | 52 | 74 | 63 | 52 | 74 |
Avg Bars in Winners | 54 | 41 | 72 | 54 | 41 | 72 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 10760 | 4441 | 6319 | 10760 | 4441 | 6319 |
Profit Streak | 42.4001 | 42.4001 | 54.9001 | 42.4001 | 42.4001 | 54.9001 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6736 | 338021 | -579598 | -577625 | -272538 | -581265 |
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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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