Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299939.6043 | 318169.7511 | -18230.1468 | -87997.7858 | 182742.4522 | -270740.238 |
Total P&L (%) | 299.9396 | 318.1698 | -18.2301 | -87.9978 | 182.7425 | -270.7402 |
Avg Daily Profit (%) | 0.1594 | 0.1691 | -0.0097 | -0.1126 | 0.0553 | 0 |
Buy And Hold Return (%) | 44.8907 | 44.8907 | 44.8907 | 44.8907 | 44.8907 | 44.8907 |
Max Trade Drawdown | -202816 | -158037 | -114062 | -199997 | -16910 | -266371 |
Profit Factor | 1.3721 | 1.8687 | 0.9585 | 0.7732 | 5.1836 | 0.2137 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 50.3448 | 44.4444 | 56.1644 | 50.3448 | 44.4444 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.3533 | 2.3359 | 0.7481 | 0.7626 | 6.4795 | 0.1668 |
Largest Winning Trade | 119898 | 119898 | 55288 | 110206 | 110206 | 26909 |
Largest Losing Trade | -90825 | -37567 | -90825 | -171242 | -8739 | -171242 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 20 | 15 | 23 | 20 | 15 | 23 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 3490 | 1736 | 1754 | 3490 | 1736 | 1754 |
Profit Streak | 100.1965 | 100.1965 | 186.6965 | 100.1965 | 100.1965 | 186.6965 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347363 | -69876 | -650023 | -578715 | -194140 | -650023 |
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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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