Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312769.8678 | 406767.6222 | -93997.7544 | -98995.1094 | 712529.6363 | -811524.7457 |
Total P&L (%) | 312.7699 | 406.7676 | -93.9978 | -98.9951 | 712.5296 | -811.5247 |
Avg Daily Profit (%) | 0.1933 | 0.2514 | -0.0581 | -0.2839 | 0.1296 | 0 |
Buy And Hold Return (%) | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 |
Max Trade Drawdown | -222724 | -200133 | -185688 | -835318 | -227754 | -881378 |
Profit Factor | 1.3244 | 1.9178 | 0.8196 | 0.9566 | 2.0647 | 0.497 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 53.2847 | 52.1739 | 54.4118 | 53.2847 | 52.1739 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.1611 | 1.758 | 0.6867 | 0.8387 | 1.8926 | 0.4164 |
Largest Winning Trade | 184696 | 184696 | 73517 | 304335 | 304335 | 204597 |
Largest Losing Trade | -99096 | -52824 | -99096 | -433917 | -213369 | -433917 |
Avg Bars in Trades | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Winners | 153 | 149 | 157 | 153 | 149 | 157 |
Avg Bars in Losers | 121 | 114 | 128 | 121 | 114 | 128 |
Bars Traded | 18993 | 9174 | 9819 | 18993 | 9174 | 9819 |
Profit Streak | 0 | 0 | 553.8625 | 0 | 0 | 553.8625 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309076 | -89696 | -688427 | -579989 | -117111 | -688427 |
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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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