Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188206.3351 | 241809.6121 | -53603.277 | -27144.2889 | 126404.3665 | -153548.6554 |
Total P&L (%) | 188.2063 | 241.8096 | -53.6033 | -27.1443 | 126.4044 | -153.5487 |
Avg Daily Profit (%) | 0.1525 | 0.1959 | -0.0434 | -0.0257 | 0.0662 | 0 |
Buy And Hold Return (%) | 11.0806 | 11.0806 | 11.0806 | 11.0806 | 11.0806 | 11.0806 |
Max Trade Drawdown | -170025 | -107633 | -123477 | -412887 | -236116 | -226910 |
Profit Factor | 1.2809 | 1.7628 | 0.8481 | 0.9798 | 1.1911 | 0.7754 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 45.6311 | 46.6019 | 44.6602 | 45.6311 | 46.6019 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.5262 | 2.0199 | 1.051 | 1.1674 | 1.3648 | 0.9608 |
Largest Winning Trade | 164348 | 164348 | 60879 | 213484 | 213484 | 45656 |
Largest Losing Trade | -29929 | -29929 | -29042 | -84506 | -84506 | -68638 |
Avg Bars in Trades | 34 | 41 | 26 | 34 | 41 | 26 |
Avg Bars in Winners | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 7018 | 4248 | 2770 | 7018 | 4248 | 2770 |
Profit Streak | 8.1642 | 17.1642 | 8.1642 | 8.1642 | 17.1642 | 8.1642 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316856 | 374217 | -580516 | -578603 | -115373 | -582183 |
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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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