Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204593.3142 | 292670.4122 | -88077.098 | -83143.9638 | 338169.3182 | -421313.2819 |
Total P&L (%) | 204.5933 | 292.6704 | -88.0771 | -83.144 | 338.1693 | -421.3133 |
Avg Daily Profit (%) | 0.1082 | 0.1547 | -0.0466 | -0.0941 | 0.0781 | 0 |
Buy And Hold Return (%) | 24.5168 | 24.5168 | 24.5168 | 24.5168 | 24.5168 | 24.5168 |
Max Trade Drawdown | -244313 | -197264 | -150685 | -963245 | -844167 | -555819 |
Profit Factor | 1.1715 | 1.4124 | 0.8178 | 0.9698 | 1.198 | 0.5981 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Profitability (%) | 51.6854 | 56.1798 | 47.191 | 51.6854 | 56.1798 | 47.191 |
Ratio Avg Win / Avg Loss | 1.0951 | 1.1016 | 0.9151 | 0.9066 | 0.9345 | 0.6693 |
Largest Winning Trade | 83041 | 83041 | 33332 | 303076 | 303076 | 90295 |
Largest Losing Trade | -57094 | -57094 | -51635 | -505770 | -505770 | -203750 |
Avg Bars in Trades | 126 | 224 | 28 | 126 | 224 | 28 |
Avg Bars in Winners | 73 | 114 | 23 | 73 | 114 | 23 |
Avg Bars in Losers | 183 | 365 | 32 | 183 | 365 | 32 |
Bars Traded | 22537 | 19987 | 2550 | 22537 | 19987 | 2550 |
Profit Streak | 0 | 0 | 80.6986 | 0 | 0 | 80.6986 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79317 | 305623 | -581351 | -579627 | -92499 | -581351 |
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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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