Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172557.3271 | 231900.2028 | -59342.8757 | -56793.1759 | 26038.3193 | -82831.4951 |
Total P&L (%) | 172.5573 | 231.9002 | -59.3429 | -56.7932 | 26.0383 | -82.8315 |
Avg Daily Profit (%) | 0.1222 | 0.1642 | -0.042 | -0.0594 | 0.0164 | -0.1247 |
Buy And Hold Return (%) | 32.6761 | 32.6761 | 32.6761 | 32.6761 | 32.6761 | 32.6761 |
Max Trade Drawdown | -187588 | -132467 | -138495 | -146038 | -61731 | -103372 |
Profit Factor | 1.1327 | 1.3927 | 0.9164 | 0.8989 | 1.1076 | 0.7408 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 51.0949 | 51.8248 | 50.365 | 51.0949 | 51.8248 | 50.365 |
Ratio Avg Win / Avg Loss | 1.0841 | 1.2947 | 0.9032 | 0.8603 | 1.0296 | 0.73 |
Largest Winning Trade | 81210 | 81210 | 47553 | 30439 | 30439 | 27361 |
Largest Losing Trade | -34493 | -33933 | -34493 | -52283 | -25945 | -52283 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4014 | 2005 | 2009 | 4014 | 2005 | 2009 |
Profit Streak | 466.4338 | 471.1005 | 0 | 466.4338 | 471.1005 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103154 | 319460 | -580643 | -578340 | -437994 | -580643 |
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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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