Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141753.4673 | 194963.9892 | -53210.5219 | -89615.4986 | 52180.6343 | -141796.1329 |
Total P&L (%) | 141.7535 | 194.964 | -53.2105 | -89.6155 | 52.1806 | -141.7961 |
Avg Daily Profit (%) | 0.117 | 0.1609 | -0.0439 | -0.1868 | 0.0347 | 0 |
Buy And Hold Return (%) | 21.3149 | 21.3149 | 21.3149 | 21.3149 | 21.3149 | 21.3149 |
Max Trade Drawdown | -154827 | -127900 | -112462 | -116926 | -19619 | -65851 |
Profit Factor | 1.1341 | 1.4224 | 0.9107 | 0.7207 | 1.603 | 0.3948 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 53.1818 | 51.8182 | 54.5455 | 53.1818 | 51.8182 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.9984 | 1.3225 | 0.7589 | 0.6344 | 1.4905 | 0.329 |
Largest Winning Trade | 52790 | 52790 | 25505 | 21065 | 21065 | 8355 |
Largest Losing Trade | -85848 | -29185 | -85848 | -100563 | -11156 | -100563 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 4672 | 2370 | 2302 | 4672 | 2370 | 2302 |
Profit Streak | 6.8896 | 0 | 8.6396 | 6.8896 | 0 | 8.6396 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109197 | 301346 | -579502 | -578250 | -148313 | -579502 |
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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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