Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55628.4168 | 196222.6447 | -140594.2279 | -128122.996 | -24993.6239 | -103129.3721 |
Total P&L (%) | 55.6284 | 196.2226 | -140.5942 | -128.123 | -24.9936 | -103.1294 |
Avg Daily Profit (%) | 0.0451 | 0.159 | -0.1139 | 0 | -0.0233 | 0 |
Buy And Hold Return (%) | 11.4089 | 11.4089 | 11.4089 | 11.4089 | 11.4089 | 11.4089 |
Max Trade Drawdown | -222943 | -77189 | -268782 | -224930 | -64853 | -197896 |
Profit Factor | 1.0497 | 1.4554 | 0.7961 | 0.7147 | 0.8271 | 0.6613 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 131 | 58 | 73 | 121 | 69 | 52 |
Losing Trades | 122 | 68 | 54 | 132 | 57 | 75 |
Profitability (%) | 51.7787 | 46.0317 | 57.4803 | 47.8261 | 54.7619 | 40.9449 |
Ratio Avg Win / Avg Loss | 0.9775 | 1.7064 | 0.5889 | 0.7797 | 0.6833 | 0.9538 |
Largest Winning Trade | 54636 | 54636 | 35008 | 102001 | 24942 | 102001 |
Largest Losing Trade | -160392 | -25785 | -160392 | -154821 | -34193 | -154821 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 29 | 25 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 28 | 29 |
Bars Traded | 7147 | 3633 | 3514 | 7147 | 3633 | 3514 |
Profit Streak | 15.7583 | 16.7583 | 15.7583 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298355 | 323940 | -578677 | -580021 | -580102 | -584238 |
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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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