Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193889.4358 | 263103.8047 | -69214.3689 | -486096.2425 | -299589.8376 | -186506.4049 |
Total P&L (%) | 193.8894 | 263.1038 | -69.2144 | -486.0962 | -299.5898 | -186.5064 |
Avg Daily Profit (%) | 0.1558 | 0.2114 | -0.0556 | 0 | 0 | 0 |
Buy And Hold Return (%) | 18.2272 | 18.2272 | 18.2272 | 18.2272 | 18.2272 | 18.2272 |
Max Trade Drawdown | -84195 | -44005 | -84195 | -572476 | -294709 | -339361 |
Profit Factor | 1.2925 | 2.5737 | 0.8603 | 0.6567 | 0.4863 | 0.776 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 58 | 30 | 28 | 25 | 12 | 13 |
Losing Trades | 26 | 12 | 14 | 59 | 30 | 29 |
Profitability (%) | 69.0476 | 71.4286 | 66.6667 | 29.7619 | 28.5714 | 30.9524 |
Ratio Avg Win / Avg Loss | 0.5794 | 1.0295 | 0.4302 | 1.5498 | 1.2157 | 1.7311 |
Largest Winning Trade | 42770 | 40839 | 42770 | 276290 | 114912 | 276290 |
Largest Losing Trade | -195713 | -32664 | -195713 | -195713 | -106315 | -195713 |
Avg Bars in Trades | 56 | 51 | 62 | 56 | 51 | 62 |
Avg Bars in Winners | 47 | 41 | 54 | 75 | 77 | 73 |
Avg Bars in Losers | 77 | 77 | 78 | 49 | 41 | 57 |
Bars Traded | 4786 | 2158 | 2628 | 4786 | 2158 | 2628 |
Profit Streak | 22.9128 | 22.9128 | 46.6628 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346482 | 535765 | -578015 | -586602 | -593142 | -585364 |
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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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