Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236708.0297 | 302895.9347 | -66187.905 | -74904.3981 | 42448.9494 | -117353.3475 |
Total P&L (%) | 236.708 | 302.8959 | -66.1879 | -74.9044 | 42.4489 | -117.3533 |
Avg Daily Profit (%) | 0.1676 | 0.2145 | -0.0469 | -0.0979 | 0.0251 | 0 |
Buy And Hold Return (%) | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 |
Max Trade Drawdown | -173259 | -94754 | -191767 | -119891 | -33000 | -136254 |
Profit Factor | 1.1892 | 1.5021 | 0.8979 | 0.8064 | 1.2858 | 0.5076 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Losing Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Profitability (%) | 53.7879 | 56.8182 | 50.7576 | 53.7879 | 56.8182 | 50.7576 |
Ratio Avg Win / Avg Loss | 1.0217 | 1.1416 | 0.8711 | 0.6928 | 0.9772 | 0.4925 |
Largest Winning Trade | 133131 | 133131 | 49780 | 24570 | 24570 | 12721 |
Largest Losing Trade | -83062 | -33590 | -83062 | -38976 | -23735 | -38976 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 14 | 19 | 11 | 14 | 19 | 11 |
Bars Traded | 4105 | 2303 | 1802 | 4105 | 2303 | 1802 |
Profit Streak | 484.9109 | 484.9109 | 502.5776 | 484.9109 | 484.9109 | 502.5776 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4299 | 316206 | -579270 | -577291 | -325297 | -579270 |
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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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