Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336308.3525 | 387145.2024 | -50836.8499 | -52172.1036 | 582129.1197 | -634301.2232 |
Total P&L (%) | 336.3084 | 387.1452 | -50.8369 | -52.1721 | 582.1291 | -634.3012 |
Avg Daily Profit (%) | 0.2079 | 0.2393 | -0.0314 | -0.0456 | 0.1187 | 0 |
Buy And Hold Return (%) | 23.6782 | 23.6782 | 23.6782 | 23.6782 | 23.6782 | 23.6782 |
Max Trade Drawdown | -177735 | -197176 | -157380 | -725203 | -271680 | -694500 |
Profit Factor | 1.3384 | 1.7708 | 0.8966 | 0.9792 | 1.525 | 0.5486 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 51.9231 | 48.7179 | 55.1282 | 51.9231 | 48.7179 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.2393 | 1.864 | 0.7298 | 0.9067 | 1.6053 | 0.4466 |
Largest Winning Trade | 138847 | 138847 | 66450 | 221210 | 221210 | 216028 |
Largest Losing Trade | -76839 | -48678 | -76839 | -317707 | -156238 | -317707 |
Avg Bars in Trades | 122 | 98 | 145 | 122 | 98 | 145 |
Avg Bars in Winners | 139 | 105 | 169 | 139 | 105 | 169 |
Avg Bars in Losers | 102 | 91 | 116 | 102 | 91 | 116 |
Bars Traded | 19034 | 7680 | 11354 | 19034 | 7680 | 11354 |
Profit Streak | 0 | 0 | 644.725 | 0 | 0 | 644.725 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326642 | -23642 | -613157 | -579711 | -66458 | -613157 |
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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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