Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315230.7619 | 338650.1788 | -23419.4169 | -38250.9843 | 221827.4252 | -260078.4095 |
Total P&L (%) | 315.2308 | 338.6502 | -23.4194 | -38.251 | 221.8274 | -260.0784 |
Avg Daily Profit (%) | 0.1733 | 0.1862 | -0.0129 | -0.0265 | 0.0643 | 0 |
Buy And Hold Return (%) | 18.0586 | 18.0586 | 18.0586 | 18.0586 | 18.0586 | 18.0586 |
Max Trade Drawdown | -139794 | -156742 | -124981 | -814779 | -740946 | -389569 |
Profit Factor | 1.374 | 1.7383 | 0.939 | 0.9846 | 1.1597 | 0.7642 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 51.8248 | 51.4706 | 52.1739 | 51.8248 | 51.4706 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.2773 | 1.6389 | 0.8608 | 0.9153 | 1.0935 | 0.7005 |
Largest Winning Trade | 227420 | 227420 | 69784 | 264064 | 264064 | 245088 |
Largest Losing Trade | -51283 | -37572 | -51283 | -307297 | -307297 | -187906 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 20 | 28 | 12 | 20 | 28 | 12 |
Bars Traded | 3364 | 1931 | 1433 | 3364 | 1931 | 1433 |
Profit Streak | 0 | 44.6435 | 0 | 0 | 44.6435 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317037 | -96925 | -681898 | -579900 | -259615 | -681898 |
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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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