Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319413.6155 | 357587.0966 | -38173.4812 | -46492.9 | 236367.1434 | -282860.0434 |
Total P&L (%) | 319.4136 | 357.5871 | -38.1735 | -46.4929 | 236.3671 | -282.86 |
Avg Daily Profit (%) | 0.1724 | 0.193 | -0.0206 | -0.0337 | 0.0655 | 0 |
Buy And Hold Return (%) | 23.5014 | 23.5014 | 23.5014 | 23.5014 | 23.5014 | 23.5014 |
Max Trade Drawdown | -177314 | -89506 | -196818 | -468854 | -173274 | -385095 |
Profit Factor | 1.3042 | 1.821 | 0.9379 | 0.9706 | 1.4161 | 0.7208 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 52.8736 | 47.1264 | 58.6207 | 52.8736 | 47.1264 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1625 | 2.043 | 0.662 | 0.8651 | 1.5888 | 0.5088 |
Largest Winning Trade | 146871 | 146871 | 49097 | 168725 | 168725 | 91800 |
Largest Losing Trade | -64515 | -31611 | -64515 | -323662 | -50252 | -323662 |
Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Winners | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Losers | 62 | 56 | 70 | 62 | 56 | 70 |
Bars Traded | 10734 | 4883 | 5851 | 10734 | 4883 | 5851 |
Profit Streak | 24.425 | 0 | 34.0917 | 24.425 | 0 | 34.0917 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335619 | 344768 | -579440 | -578950 | -105019 | -579440 |
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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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