Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152605.1242 | 201066.5552 | -48461.4311 | -21464.116 | 135787.6693 | -157251.7853 |
Total P&L (%) | 152.6051 | 201.0666 | -48.4614 | -21.4641 | 135.7877 | -157.2518 |
Avg Daily Profit (%) | 0.1243 | 0.1638 | -0.0395 | -0.0197 | 0.0699 | 0 |
Buy And Hold Return (%) | 45.0898 | 45.0898 | 45.0898 | 45.0898 | 45.0898 | 45.0898 |
Max Trade Drawdown | -266404 | -70998 | -243680 | -244740 | -21408 | -247499 |
Profit Factor | 1.1661 | 1.5259 | 0.9096 | 0.95 | 2.4352 | 0.5306 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 134 | 68 | 66 | 140 | 70 | 70 |
Losing Trades | 102 | 50 | 52 | 96 | 48 | 48 |
Profitability (%) | 56.7797 | 57.6271 | 55.9322 | 59.322 | 59.322 | 59.322 |
Ratio Avg Win / Avg Loss | 0.8877 | 1.122 | 0.7167 | 0.6515 | 1.6698 | 0.3638 |
Largest Winning Trade | 54891 | 54891 | 22428 | 73184 | 73184 | 32467 |
Largest Losing Trade | -129552 | -31469 | -129552 | -244740 | -9949 | -244740 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 26 | 25 | 27 | 29 | 28 | 30 |
Avg Bars in Losers | 35 | 40 | 31 | 32 | 36 | 27 |
Bars Traded | 7173 | 3743 | 3430 | 7173 | 3743 | 3430 |
Profit Streak | 35.1395 | 36.1395 | 35.1395 | 35.1395 | 36.1395 | 35.1395 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65676 | 313232 | -579429 | -576893 | -96091 | -578989 |
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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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