Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258814.0632 | 353748.958 | -94934.8948 | -90384.5584 | 556620.439 | -647004.9974 |
Total P&L (%) | 258.8141 | 353.749 | -94.9349 | -90.3846 | 556.6204 | -647.005 |
Avg Daily Profit (%) | 0.1386 | 0.1895 | -0.0508 | -0.1254 | 0.1009 | 0 |
Buy And Hold Return (%) | 47.2973 | 47.2973 | 47.2973 | 47.2973 | 47.2973 | 47.2973 |
Max Trade Drawdown | -329015 | -136080 | -309806 | -727713 | -167059 | -793435 |
Profit Factor | 1.1711 | 1.6247 | 0.8997 | 0.9295 | 2.8752 | 0.3435 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.948 | 1.3152 | 0.7283 | 0.7525 | 2.3275 | 0.2781 |
Largest Winning Trade | 112721 | 112721 | 38942 | 388496 | 388496 | 71997 |
Largest Losing Trade | -65669 | -47934 | -65669 | -248836 | -100923 | -248836 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3621 | 1809 | 1812 | 3621 | 1809 | 1812 |
Profit Streak | 21.5567 | 29.5567 | 21.5567 | 21.5567 | 29.5567 | 21.5567 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39761 | 386821 | -579518 | -577575 | -51183 | -579518 |
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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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