Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262009.5345 | 362432.3244 | -100422.7898 | -51361.3523 | 202227.6189 | -253588.9712 |
Total P&L (%) | 262.0095 | 362.4323 | -100.4228 | -51.3614 | 202.2276 | -253.589 |
Avg Daily Profit (%) | 0.1619 | 0.224 | -0.0621 | -0.0445 | 0.0684 | 0 |
Buy And Hold Return (%) | 26.0839 | 26.0839 | 26.0839 | 26.0839 | 26.0839 | 26.0839 |
Max Trade Drawdown | -181402 | -199218 | -170834 | -222004 | -186592 | -292286 |
Profit Factor | 1.3663 | 1.8585 | 0.6573 | 0.9368 | 1.4991 | 0.3772 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 55.6522 | 59.6491 | 51.7241 | 55.6522 | 59.6491 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.0888 | 1.2572 | 0.6135 | 0.7465 | 1.0141 | 0.3521 |
Largest Winning Trade | 123602 | 123602 | 22248 | 73385 | 73385 | 31734 |
Largest Losing Trade | -79290 | -79290 | -48670 | -149569 | -149569 | -96346 |
Avg Bars in Trades | 156 | 300 | 14 | 156 | 300 | 14 |
Avg Bars in Winners | 112 | 197 | 15 | 112 | 197 | 15 |
Avg Bars in Losers | 212 | 453 | 13 | 212 | 453 | 13 |
Bars Traded | 18006 | 17145 | 861 | 18006 | 17145 | 861 |
Profit Streak | 564.5898 | 697.7565 | 564.5898 | 564.5898 | 697.7565 | 564.5898 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352151 | -167167 | -759748 | -578780 | -277741 | -759748 |
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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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