Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241716.037 | 323421.0076 | -81704.9706 | -57145.1934 | 158547.5967 | -215692.7901 |
Total P&L (%) | 241.716 | 323.421 | -81.705 | -57.1452 | 158.5476 | -215.6928 |
Avg Daily Profit (%) | 0.1712 | 0.2291 | -0.0579 | -0.06 | 0.0673 | 0 |
Buy And Hold Return (%) | 70.0833 | 70.0833 | 70.0833 | 70.0833 | 70.0833 | 70.0833 |
Max Trade Drawdown | -312224 | -195924 | -141599 | -474310 | -221471 | -259408 |
Profit Factor | 1.223 | 1.6131 | 0.8532 | 0.9505 | 1.2906 | 0.6454 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 51.7928 | 52.381 | 51.2 | 51.7928 | 52.381 | 51.2 |
Ratio Avg Win / Avg Loss | 1.1383 | 1.4665 | 0.8132 | 0.8847 | 1.1733 | 0.6152 |
Largest Winning Trade | 152739 | 152739 | 61105 | 204436 | 204436 | 93391 |
Largest Losing Trade | -42138 | -39155 | -42138 | -99949 | -99949 | -94701 |
Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Winners | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5508 | 2738 | 2770 | 5508 | 2738 | 2770 |
Profit Streak | 0 | 0 | 499.127 | 0 | 0 | 499.127 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219581 | 306101 | -579606 | -578954 | -107824 | -579606 |
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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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