Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177414.8105 | 222965.172 | -45550.3615 | -98880.9043 | -11879.0504 | -87001.8539 |
Total P&L (%) | 177.4148 | 222.9652 | -45.5504 | -98.8809 | -11.8791 | -87.0019 |
Avg Daily Profit (%) | 0.1427 | 0.1793 | -0.0366 | -0.3607 | -0.0102 | -0.164 |
Buy And Hold Return (%) | 21.5573 | 21.5573 | 21.5573 | 21.5573 | 21.5573 | 21.5573 |
Max Trade Drawdown | -173474 | -93244 | -151904 | -118873 | -14402 | -121357 |
Profit Factor | 1.1546 | 1.4305 | 0.9277 | 0.5644 | 0.8596 | 0.3891 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 189 | 88 | 101 | 189 | 88 | 101 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 70.7865 | 65.6716 | 75.9399 | 70.7865 | 65.6716 | 75.9399 |
Ratio Avg Win / Avg Loss | 0.4765 | 0.7478 | 0.2939 | 0.2329 | 0.4493 | 0.1233 |
Largest Winning Trade | 45983 | 45983 | 23575 | 31260 | 31260 | 20344 |
Largest Losing Trade | -97529 | -44986 | -97529 | -78817 | -44986 | -78817 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 4846 | 2680 | 2166 | 4846 | 2680 | 2166 |
Profit Streak | 6.8998 | 6.8998 | 50.1498 | 6.8998 | 6.8998 | 50.1498 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49167 | 340381 | -575577 | -575252 | -577982 | -575577 |
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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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