Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403523.0297 | 444859.0829 | -41336.0532 | 33635.3631 | 196973.0191 | -163337.656 |
Total P&L (%) | 403.523 | 444.8591 | -41.3361 | 33.6354 | 196.973 | -163.3377 |
Avg Daily Profit (%) | 0.1607 | 0.1772 | -0.0165 | 0.0115 | 0.0434 | 0 |
Buy And Hold Return (%) | 157.7928 | 157.7928 | 157.7928 | 157.7928 | 157.7928 | 157.7928 |
Max Trade Drawdown | -199691 | -151219 | -86582 | -706206 | -525348 | -210931 |
Profit Factor | 1.614 | 1.9098 | 0.7542 | 1.0263 | 1.2038 | 0.4775 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 51.8248 | 51.4706 | 52.1739 | 51.8248 | 51.4706 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5004 | 1.8006 | 0.6914 | 0.954 | 1.135 | 0.4377 |
Largest Winning Trade | 197851 | 197851 | 9062 | 495802 | 495802 | 27959 |
Largest Losing Trade | -53580 | -53580 | -20124 | -353462 | -353462 | -89783 |
Avg Bars in Trades | 54 | 104 | 4 | 54 | 104 | 4 |
Avg Bars in Winners | 41 | 79 | 4 | 41 | 79 | 4 |
Avg Bars in Losers | 68 | 131 | 4 | 68 | 131 | 4 |
Bars Traded | 7440 | 7108 | 332 | 7440 | 7108 | 332 |
Profit Streak | 25.2638 | 25.2638 | 25.5972 | 25.2638 | 25.2638 | 25.5972 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320398 | -100666 | -680877 | -534389 | -332468 | -680877 |
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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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