Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683170.6827 | 753527.2884 | -70356.6057 | -46616.2002 | 363694.1714 | -410310.3716 |
Total P&L (%) | 683.1707 | 753.5273 | -70.3566 | -46.6162 | 363.6942 | -410.3104 |
Avg Daily Profit (%) | 0.3725 | 0.4109 | -0.0384 | -0.0342 | 0.0837 | 0 |
Buy And Hold Return (%) | 131.6751 | 131.6751 | 131.6751 | 131.6751 | 131.6751 | 131.6751 |
Max Trade Drawdown | -162680 | -102811 | -163394 | -1263268 | -641478 | -754387 |
Profit Factor | 1.704 | 2.6251 | 0.8612 | 0.989 | 1.1845 | 0.8192 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 51.5152 | 48.7805 | 54.2169 | 51.5152 | 48.7805 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.6037 | 2.7563 | 0.7272 | 0.9308 | 1.2437 | 0.6918 |
Largest Winning Trade | 774134 | 774134 | 29298 | 777198 | 777198 | 233614 |
Largest Losing Trade | -47601 | -34793 | -47601 | -459403 | -187052 | -459403 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3472 | 1794 | 1678 | 3472 | 1794 | 1678 |
Profit Streak | 22.2957 | 0 | 51.2957 | 22.2957 | 0 | 51.2957 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483126 | 336251 | -579296 | -578891 | -106778 | -579296 |
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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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