Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290007.6185 | 358446.3508 | -68438.7323 | -41035.0179 | 252942.219 | -293977.2368 |
Total P&L (%) | 290.0076 | 358.4464 | -68.4387 | -41.035 | 252.9422 | -293.9772 |
Avg Daily Profit (%) | 0.1569 | 0.194 | -0.037 | -0.0286 | 0.0683 | 0 |
Buy And Hold Return (%) | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 |
Max Trade Drawdown | -142997 | -112225 | -196258 | -285421 | -101595 | -353949 |
Profit Factor | 1.3486 | 1.9546 | 0.8501 | 0.9534 | 1.7821 | 0.4724 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 46.2687 | 43.2836 | 49.2537 | 46.2687 | 43.2836 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.5661 | 2.5612 | 0.8758 | 1.1072 | 2.3351 | 0.4868 |
Largest Winning Trade | 182630 | 182630 | 64020 | 202421 | 202421 | 64027 |
Largest Losing Trade | -36453 | -29599 | -36453 | -110804 | -34273 | -110804 |
Avg Bars in Trades | 26 | 22 | 31 | 26 | 22 | 31 |
Avg Bars in Winners | 37 | 29 | 43 | 37 | 29 | 43 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3565 | 1476 | 2089 | 3565 | 1476 | 2089 |
Profit Streak | 57.5106 | 57.5106 | 138.5106 | 57.5106 | 57.5106 | 138.5106 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340030 | -107030 | -696365 | -578410 | -216717 | -696365 |
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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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