Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186026.3921 | 293962.9462 | -107936.5541 | -42670.7043 | 73755.7843 | -116426.4887 |
Total P&L (%) | 186.0264 | 293.9629 | -107.9366 | -42.6707 | 73.7558 | -116.4265 |
Avg Daily Profit (%) | 0.1317 | 0.2082 | -0.0764 | -0.0394 | 0.0391 | 0 |
Buy And Hold Return (%) | 64.5083 | 64.5083 | 64.5083 | 64.5083 | 64.5083 | 64.5083 |
Max Trade Drawdown | -158870 | -41454 | -143334 | -82806 | -19680 | -100463 |
Profit Factor | 1.193 | 1.7271 | 0.8071 | 0.9092 | 1.3812 | 0.5785 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 113 | 65 | 48 | 113 | 65 | 48 |
Losing Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Profitability (%) | 44.664 | 51.1811 | 38.0952 | 44.664 | 51.1811 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.4781 | 1.6474 | 1.3115 | 1.1264 | 1.3175 | 0.9401 |
Largest Winning Trade | 189106 | 189106 | 76555 | 32195 | 32195 | 13481 |
Largest Losing Trade | -36106 | -22128 | -36106 | -24778 | -9345 | -24778 |
Avg Bars in Trades | 20 | 9 | 31 | 20 | 9 | 31 |
Avg Bars in Winners | 30 | 11 | 56 | 30 | 11 | 56 |
Avg Bars in Losers | 12 | 7 | 16 | 12 | 7 | 16 |
Bars Traded | 5221 | 1249 | 3972 | 5221 | 1249 | 3972 |
Profit Streak | 0 | 0 | 557.6985 | 0 | 0 | 557.6985 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29049 | 340243 | -583377 | -579584 | -261011 | -585043 |
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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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