Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231742.3302 | 302119.345 | -70377.0147 | -74239.021 | 222640.3867 | -296879.4077 |
Total P&L (%) | 231.7423 | 302.1193 | -70.377 | -74.239 | 222.6404 | -296.8794 |
Avg Daily Profit (%) | 0.1207 | 0.1574 | -0.0367 | -0.0706 | 0.061 | 0 |
Buy And Hold Return (%) | 23.7183 | 23.7183 | 23.7183 | 23.7183 | 23.7183 | 23.7183 |
Max Trade Drawdown | -271769 | -208434 | -195159 | -246384 | -123156 | -382710 |
Profit Factor | 1.1451 | 1.4659 | 0.9258 | 0.9377 | 1.5645 | 0.6273 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Losing Trades | 181 | 87 | 94 | 181 | 87 | 94 |
Profitability (%) | 42.3567 | 44.586 | 40.1274 | 42.3567 | 44.586 | 40.1274 |
Ratio Avg Win / Avg Loss | 1.5583 | 1.8219 | 1.3814 | 1.2761 | 1.9444 | 0.936 |
Largest Winning Trade | 155883 | 155883 | 38827 | 67237 | 67237 | 58862 |
Largest Losing Trade | -41220 | -21269 | -41220 | -100292 | -35057 | -100292 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3788 | 1823 | 1966 | 3788 | 1823 | 1966 |
Profit Streak | 8.8754 | 15.8754 | 0 | 8.8754 | 15.8754 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92081 | 305412 | -582405 | -579494 | -109607 | -584072 |
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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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