Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286005.8347 | 316977.8621 | -30972.0274 | -924350.4525 | 31841.9797 | -956192.4322 |
Total P&L (%) | 286.0058 | 316.9779 | -30.972 | -924.3505 | 31.842 | -956.1924 |
Avg Daily Profit (%) | 0.1525 | 0.169 | -0.0165 | 0 | 0.0147 | 0 |
Buy And Hold Return (%) | 42.5094 | 42.5094 | 42.5094 | 42.5094 | 42.5094 | 42.5094 |
Max Trade Drawdown | -201568 | -91006 | -209582 | -1298616 | -620232 | -987842 |
Profit Factor | 1.3396 | 2.1285 | 0.9448 | 0.6943 | 1.0288 | 0.5012 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 35 | 36 | 65 | 32 | 33 |
Losing Trades | 62 | 31 | 31 | 68 | 34 | 34 |
Profitability (%) | 53.3835 | 53.0303 | 53.7313 | 48.8722 | 48.4848 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.1698 | 1.8853 | 0.8136 | 0.7263 | 1.0931 | 0.5163 |
Largest Winning Trade | 100725 | 100725 | 57390 | 201446 | 201446 | 151916 |
Largest Losing Trade | -194098 | -46248 | -194098 | -521049 | -220726 | -521049 |
Avg Bars in Trades | 26 | 31 | 20 | 26 | 31 | 20 |
Avg Bars in Winners | 25 | 30 | 21 | 21 | 26 | 16 |
Avg Bars in Losers | 26 | 33 | 19 | 30 | 36 | 24 |
Bars Traded | 3480 | 2100 | 1380 | 3480 | 2100 | 1380 |
Profit Streak | 11.4562 | 0 | 15.4562 | 0 | 19.4562 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326201 | -112383 | -696114 | -580586 | -652017 | -697470 |
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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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