Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230659.2546 | 265346.6331 | -34687.3785 | -41232.5756 | 118297.9866 | -159530.5621 |
Total P&L (%) | 230.6593 | 265.3466 | -34.6874 | -41.2326 | 118.298 | -159.5306 |
Avg Daily Profit (%) | 0.1355 | 0.1559 | -0.0204 | -0.0312 | 0.0459 | 0 |
Buy And Hold Return (%) | 53.0023 | 53.0023 | 53.0023 | 53.0023 | 53.0023 | 53.0023 |
Max Trade Drawdown | -118920 | -68418 | -121975 | -215813 | -56830 | -190759 |
Profit Factor | 1.213 | 1.6142 | 0.9467 | 0.9639 | 1.2693 | 0.7734 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 52.766 | 48.7179 | 56.7797 | 52.766 | 48.7179 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.0858 | 1.6992 | 0.7206 | 0.8629 | 1.3361 | 0.5887 |
Largest Winning Trade | 108244 | 108244 | 35774 | 47928 | 47928 | 32079 |
Largest Losing Trade | -62441 | -30381 | -62441 | -97700 | -27340 | -97700 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3235 | 1611 | 1624 | 3235 | 1611 | 1624 |
Profit Streak | 0 | 25.6085 | 0 | 0 | 25.6085 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12601 | 325771 | -579862 | -578911 | -137001 | -579862 |
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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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