Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167712.3431 | 291626.7812 | -123914.438 | -101114.1001 | 146429.7863 | -247543.8864 |
Total P&L (%) | 167.7123 | 291.6268 | -123.9144 | -101.1141 | 146.4298 | -247.5439 |
Avg Daily Profit (%) | 0.0869 | 0.1511 | -0.0642 | 0 | 0.0467 | 0 |
Buy And Hold Return (%) | 11.8285 | 11.8285 | 11.8285 | 11.8285 | 11.8285 | 11.8285 |
Max Trade Drawdown | -259192 | -109043 | -367261 | -339481 | -41202 | -360389 |
Profit Factor | 1.1096 | 1.4822 | 0.866 | 0.8116 | 2.6395 | 0.4466 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 162 | 77 | 85 | 128 | 67 | 61 |
Losing Trades | 113 | 60 | 53 | 147 | 70 | 77 |
Profitability (%) | 58.9091 | 56.2044 | 61.5942 | 46.5455 | 48.9051 | 44.2029 |
Ratio Avg Win / Avg Loss | 0.774 | 1.1549 | 0.54 | 0.9321 | 2.7577 | 0.5638 |
Largest Winning Trade | 67602 | 67602 | 36641 | 53258 | 49325 | 53258 |
Largest Losing Trade | -198368 | -29891 | -198368 | -248092 | -41202 | -248092 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 33 | 31 | 35 | 46 | 43 | 49 |
Avg Bars in Losers | 53 | 50 | 57 | 37 | 35 | 39 |
Bars Traded | 11452 | 5421 | 6031 | 11452 | 5421 | 6031 |
Profit Streak | 10.6371 | 12.8038 | 10.6371 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174873 | 346488 | -578814 | -580682 | -126076 | -583220 |
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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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