Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525889.0048 | 560169.7704 | -34280.7655 | -29536.028 | 131977.8417 | -161513.8698 |
Total P&L (%) | 525.889 | 560.1698 | -34.2808 | -29.536 | 131.9778 | -161.5139 |
Avg Daily Profit (%) | 0.2888 | 0.3076 | -0.0188 | -0.0192 | 0.0462 | 0 |
Buy And Hold Return (%) | 137.1787 | 137.1787 | 137.1787 | 137.1787 | 137.1787 | 137.1787 |
Max Trade Drawdown | -169064 | -105046 | -156240 | -200211 | -121079 | -211881 |
Profit Factor | 1.6532 | 2.4309 | 0.9171 | 0.9616 | 1.3643 | 0.6028 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 50.4202 | 47.4576 | 53.3333 | 50.4202 | 47.4576 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6256 | 2.6913 | 0.8025 | 0.9456 | 1.5105 | 0.5274 |
Largest Winning Trade | 354164 | 354164 | 74964 | 171234 | 171234 | 27847 |
Largest Losing Trade | -47430 | -47430 | -45875 | -58008 | -45955 | -58008 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 3309 | 1799 | 1510 | 3309 | 1799 | 1510 |
Profit Streak | 0 | 89.3829 | 0 | 0 | 89.3829 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367399 | -164823 | -749248 | -580129 | -471634 | -749248 |
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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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