Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196470.3538 | 246713.7185 | -50243.3647 | -152448.5984 | 118903.9903 | -271352.5887 |
Total P&L (%) | 196.4704 | 246.7137 | -50.2434 | -152.4486 | 118.904 | -271.3526 |
Avg Daily Profit (%) | 0.1602 | 0.2011 | -0.041 | 0 | 0.0639 | 0 |
Buy And Hold Return (%) | 29.4689 | 29.4689 | 29.4689 | 29.4689 | 29.4689 | 29.4689 |
Max Trade Drawdown | -223023 | -141193 | -171377 | -600176 | -191727 | -433331 |
Profit Factor | 1.1968 | 1.5989 | 0.9143 | 0.871 | 1.2794 | 0.6412 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 95 | 48 | 47 | 82 | 42 | 40 |
Losing Trades | 78 | 39 | 39 | 91 | 45 | 46 |
Profitability (%) | 54.9133 | 55.1724 | 54.6512 | 47.3988 | 48.2759 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.9826 | 1.2991 | 0.7587 | 0.9666 | 1.3708 | 0.7374 |
Largest Winning Trade | 72739 | 72739 | 29278 | 124245 | 124245 | 77240 |
Largest Losing Trade | -120176 | -26208 | -120176 | -354586 | -48143 | -354586 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3615 | 1820 | 1795 | 3615 | 1820 | 1795 |
Profit Streak | 26.1017 | 46.7684 | 26.1017 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 166203 | 417112 | -579679 | -580605 | -110568 | -582180 |
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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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