Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287075.2843 | 360937.4509 | -73862.1666 | -51689.8581 | 186670.9637 | -238360.8218 |
Total P&L (%) | 287.0753 | 360.9375 | -73.8622 | -51.6899 | 186.671 | -238.3608 |
Avg Daily Profit (%) | 0.1223 | 0.1537 | -0.0315 | -0.031 | 0.0449 | 0 |
Buy And Hold Return (%) | 44.6615 | 44.6615 | 44.6615 | 44.6615 | 44.6615 | 44.6615 |
Max Trade Drawdown | -181337 | -106977 | -215378 | -380930 | -120175 | -416168 |
Profit Factor | 1.3 | 1.7425 | 0.8431 | 0.9564 | 1.3616 | 0.6446 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 48.4848 | 46.988 | 50 | 48.4848 | 46.988 | 50 |
Ratio Avg Win / Avg Loss | 1.3813 | 1.9659 | 0.8431 | 1.0162 | 1.5362 | 0.6446 |
Largest Winning Trade | 135205 | 135205 | 70574 | 97491 | 97491 | 88680 |
Largest Losing Trade | -50439 | -50439 | -45856 | -138999 | -44904 | -138999 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 4407 | 2373 | 2034 | 4407 | 2373 | 2034 |
Profit Streak | 0 | 0 | 18.4726 | 0 | 0 | 18.4726 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29532 | 334916 | -584396 | -578558 | -134704 | -584396 |
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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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