Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216434.6203 | 191206.8758 | 25227.7445 | -18053.2142 | 134607.8799 | -152661.0941 |
Total P&L (%) | 216.4346 | 191.2069 | 25.2277 | -18.0532 | 134.6079 | -152.6611 |
Avg Daily Profit (%) | 0.1991 | 0.1759 | 0.0232 | -0.0183 | 0.0785 | 0 |
Buy And Hold Return (%) | 10.0679 | 10.0679 | 10.0679 | 10.0679 | 10.0679 | 10.0679 |
Max Trade Drawdown | -97126 | -58483 | -87860 | -212513 | -36168 | -205701 |
Profit Factor | 1.3699 | 1.6487 | 1.0869 | 0.9654 | 1.6828 | 0.5302 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.3699 | 1.7586 | 1.019 | 0.9654 | 1.795 | 0.497 |
Largest Winning Trade | 116240 | 116240 | 28804 | 131012 | 131012 | 15997 |
Largest Losing Trade | -85554 | -35848 | -85554 | -184830 | -25070 | -184830 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Losers | 30 | 36 | 24 | 30 | 36 | 24 |
Bars Traded | 6194 | 3738 | 2456 | 6194 | 3738 | 2456 |
Profit Streak | 16.9718 | 16.9718 | 19.4718 | 16.9718 | 16.9718 | 19.4718 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365978 | 366294 | -289620 | -578736 | -85372 | -580039 |
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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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