Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196674.8357 | 256841.8758 | -60167.0401 | -43318.2087 | 23879.7578 | -67197.9665 |
Total P&L (%) | 196.6748 | 256.8419 | -60.167 | -43.3182 | 23.8798 | -67.198 |
Avg Daily Profit (%) | 0.1392 | 0.1818 | -0.0426 | -0.0402 | 0.0152 | -0.0789 |
Buy And Hold Return (%) | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 |
Max Trade Drawdown | -139430 | -116839 | -140096 | -195024 | -191342 | -117998 |
Profit Factor | 1.2147 | 1.5964 | 0.8761 | 0.9519 | 1.0509 | 0.8438 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 50.5814 | 51.1628 | 50 | 50.5814 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 1.1867 | 1.5239 | 0.8761 | 0.93 | 1.0031 | 0.8438 |
Largest Winning Trade | 98978 | 98978 | 48729 | 68383 | 68383 | 58495 |
Largest Losing Trade | -39205 | -29145 | -39205 | -46964 | -46964 | -42020 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 2726 | 1219 | 1506 | 2726 | 1219 | 1506 |
Profit Streak | 480.9066 | 0 | 499.4066 | 480.9066 | 0 | 499.4066 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8590 | 311005 | -579864 | -578939 | -502851 | -579864 |
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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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