Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300388.8955 | 238623.1889 | 61765.7066 | -213469.9601 | -55051.4479 | -158418.5122 |
Total P&L (%) | 300.3889 | 238.6232 | 61.7657 | -213.47 | -55.0514 | -158.4185 |
Avg Daily Profit (%) | 0.2433 | 0.1933 | 0.05 | 0 | -0.0648 | 0 |
Buy And Hold Return (%) | 142.1413 | 142.1413 | 142.1413 | 142.1413 | 142.1413 | 142.1413 |
Max Trade Drawdown | -138399 | -49369 | -112779 | -155828 | -65385 | -110594 |
Profit Factor | 1.6169 | 2.3306 | 1.2008 | 0.4179 | 0.6005 | 0.3081 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 108 | 53 | 55 | 18 | 9 | 9 |
Losing Trades | 13 | 7 | 6 | 103 | 51 | 52 |
Profitability (%) | 89.2562 | 88.3333 | 90.1639 | 14.876 | 15 | 14.7541 |
Ratio Avg Win / Avg Loss | 0.1946 | 0.3078 | 0.131 | 2.3916 | 3.4027 | 1.7801 |
Largest Winning Trade | 22107 | 22107 | 19024 | 55343 | 55343 | 41896 |
Largest Losing Trade | -112779 | -49369 | -112779 | -82868 | -11408 | -82868 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 16 | 17 | 15 | 116 | 141 | 92 |
Avg Bars in Losers | 220 | 236 | 202 | 24 | 25 | 24 |
Bars Traded | 4665 | 2577 | 2088 | 4665 | 2577 | 2088 |
Profit Streak | 19.9244 | 146.4244 | 19.9244 | 0 | 0 | 0 |
Trades During Streak | 6 | 8 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328985 | -162781 | -449395 | -652114 | -821347 | -814931 |
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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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