Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273516.8142 | 453517.8236 | -180001.0095 | -94634.9344 | 57878.7536 | -152513.6879 |
Total P&L (%) | 273.5168 | 453.5178 | -180.001 | -94.6349 | 57.8788 | -152.5137 |
Avg Daily Profit (%) | 0.1476 | 0.2447 | -0.0971 | -0.1577 | 0.0246 | 0 |
Buy And Hold Return (%) | 101.0114 | 101.0114 | 101.0114 | 101.0114 | 101.0114 | 101.0114 |
Max Trade Drawdown | -197488 | -97875 | -245223 | -105447 | -25679 | -110615 |
Profit Factor | 1.1873 | 1.6558 | 0.7658 | 0.7152 | 1.4898 | 0.2878 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 48.8764 | 47.191 | 50.5618 | 48.8764 | 47.191 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.2419 | 1.8529 | 0.7488 | 0.7481 | 1.6672 | 0.2814 |
Largest Winning Trade | 145751 | 145751 | 36757 | 65074 | 65074 | 6029 |
Largest Losing Trade | -55744 | -52146 | -55744 | -49991 | -13792 | -49991 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 3617 | 1993 | 1624 | 3617 | 1993 | 1624 |
Profit Streak | 103.2948 | 103.2948 | 113.7948 | 103.2948 | 103.2948 | 113.7948 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11585 | 344774 | -579390 | -578533 | -323142 | -579390 |
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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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