Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67253.4227 | 98064.9386 | -30811.5159 | -50665.4146 | 81193.7724 | -131859.1871 |
Total P&L (%) | 67.2534 | 98.0649 | -30.8115 | -50.6654 | 81.1938 | -131.8592 |
Avg Daily Profit (%) | 0.1291 | 0.1883 | -0.0592 | -0.1356 | 0.1142 | 0 |
Buy And Hold Return (%) | 10.6129 | 10.6129 | 10.6129 | 10.6129 | 10.6129 | 10.6129 |
Max Trade Drawdown | -164979 | -116377 | -149559 | -250870 | -77484 | -252749 |
Profit Factor | 1.0909 | 1.272 | 0.9189 | 0.9354 | 1.249 | 0.7119 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 57.7778 | 55.5556 | 60 | 57.7778 | 55.5556 | 60 |
Ratio Avg Win / Avg Loss | 0.7972 | 1.0176 | 0.6126 | 0.6835 | 0.9992 | 0.4746 |
Largest Winning Trade | 53003 | 53003 | 27349 | 57440 | 53242 | 57440 |
Largest Losing Trade | -53934 | -40851 | -53934 | -86192 | -29062 | -86192 |
Avg Bars in Trades | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Winners | 81 | 81 | 82 | 81 | 81 | 82 |
Avg Bars in Losers | 104 | 93 | 117 | 104 | 93 | 117 |
Bars Traded | 24744 | 11722 | 13022 | 24744 | 11722 | 13022 |
Profit Streak | 0.2523 | 9.6898 | 0.2523 | 0.2523 | 9.6898 | 0.2523 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144799 | 321623 | -583936 | -582245 | -40947 | -583936 |
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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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