Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303321.4832 | 342690.3957 | -39368.9126 | -129346.4219 | 15755.5417 | -145101.9636 |
Total P&L (%) | 303.3215 | 342.6904 | -39.3689 | -129.3464 | 15.7555 | -145.102 |
Avg Daily Profit (%) | 0.1614 | 0.1823 | -0.0209 | 0 | 0.0078 | 0 |
Buy And Hold Return (%) | 24.4122 | 24.4122 | 24.4122 | 24.4122 | 24.4122 | 24.4122 |
Max Trade Drawdown | -128003 | -127931 | -176023 | -218776 | -31125 | -188757 |
Profit Factor | 1.3341 | 1.74 | 0.9115 | 0.6459 | 1.1358 | 0.4179 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 75 | 38 | 37 | 70 | 36 | 34 |
Losing Trades | 68 | 34 | 34 | 73 | 36 | 37 |
Profitability (%) | 52.4476 | 52.7778 | 52.1127 | 48.951 | 50 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.2096 | 1.5568 | 0.8376 | 0.6736 | 1.1358 | 0.4548 |
Largest Winning Trade | 234292 | 234292 | 45658 | 32234 | 32234 | 22137 |
Largest Losing Trade | -112091 | -50693 | -112091 | -176097 | -15484 | -176097 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 28 | 31 | 26 | 17 | 18 | 16 |
Avg Bars in Losers | 18 | 19 | 16 | 29 | 32 | 26 |
Bars Traded | 3385 | 1834 | 1551 | 3385 | 1834 | 1551 |
Profit Streak | 0 | 0 | 58.103 | 43.103 | 55.103 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308040 | -67774 | -665927 | -579977 | -497580 | -668279 |
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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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