Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491104.7334 | 506525.5386 | -15420.8052 | 114836.3413 | 1165625.8896 | -1050789.5483 |
Total P&L (%) | 491.1047 | 506.5255 | -15.4208 | 114.8363 | 1165.6259 | -1050.7895 |
Avg Daily Profit (%) | 0.2718 | 0.2803 | -0.0085 | 0.0423 | 0.1406 | 0 |
Buy And Hold Return (%) | 184.193 | 184.193 | 184.193 | 184.193 | 184.193 | 184.193 |
Max Trade Drawdown | -175142 | -118449 | -130259 | -1525226 | -928332 | -1324112 |
Profit Factor | 1.5886 | 2.2891 | 0.9651 | 1.0246 | 1.5633 | 0.5946 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 49.6454 | 51.4286 | 47.8873 | 49.6454 | 51.4286 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.6113 | 2.162 | 1.0502 | 1.0393 | 1.4764 | 0.6471 |
Largest Winning Trade | 312190 | 312190 | 63666 | 802922 | 802922 | 227384 |
Largest Losing Trade | -55156 | -30628 | -55156 | -376567 | -306555 | -376567 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 25 | 16 | 34 | 25 | 16 | 34 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3509 | 1498 | 2011 | 3509 | 1498 | 2011 |
Profit Streak | 11.9421 | 34.9421 | 11.9421 | 11.9421 | 34.9421 | 11.9421 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337873 | -82976 | -665988 | -493974 | -96455 | -667655 |
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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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