Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167928.0603 | 307071.7721 | -139143.7118 | -89017.5534 | 427117.0332 | -516134.5867 |
Total P&L (%) | 167.9281 | 307.0718 | -139.1437 | -89.0176 | 427.117 | -516.1346 |
Avg Daily Profit (%) | 0.0904 | 0.1654 | -0.0749 | -0.1189 | 0.0896 | 0 |
Buy And Hold Return (%) | 52.7911 | 52.7911 | 52.7911 | 52.7911 | 52.7911 | 52.7911 |
Max Trade Drawdown | -268994 | -175219 | -180791 | -576729 | -172866 | -530046 |
Profit Factor | 1.1614 | 1.6385 | 0.7513 | 0.9292 | 1.9318 | 0.3537 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 47.5936 | 47.8723 | 47.3118 | 47.5936 | 47.8723 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.2788 | 1.7842 | 0.8367 | 1.0231 | 2.1035 | 0.3939 |
Largest Winning Trade | 231743 | 231743 | 62233 | 408770 | 408770 | 82514 |
Largest Losing Trade | -35680 | -25943 | -35680 | -144179 | -66290 | -144179 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 21 | 17 | 26 | 21 | 17 | 26 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 3588 | 1569 | 2019 | 3588 | 1569 | 2019 |
Profit Streak | 0 | 0 | 18.8455 | 0 | 0 | 18.8455 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117847 | 316293 | -581290 | -578790 | -70586 | -581290 |
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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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