Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273557.6861 | 217415.7322 | 56141.9538 | -179605.3918 | 28408.4557 | -208013.8476 |
Total P&L (%) | 273.5577 | 217.4157 | 56.142 | -179.6054 | 28.4085 | -208.0138 |
Avg Daily Profit (%) | 0.2216 | 0.1761 | 0.0455 | 0 | 0.0203 | 0 |
Buy And Hold Return (%) | 78.6414 | 78.6414 | 78.6414 | 78.6414 | 78.6414 | 78.6414 |
Max Trade Drawdown | -138725 | -81901 | -108303 | -655126 | -222749 | -471211 |
Profit Factor | 1.522 | 1.9966 | 1.1835 | 0.8317 | 1.0693 | 0.6834 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 25 | 30 | 35 | 18 | 17 |
Losing Trades | 29 | 17 | 12 | 49 | 24 | 25 |
Profitability (%) | 65.4762 | 59.5238 | 71.4286 | 41.6667 | 42.8571 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.8025 | 1.3577 | 0.4734 | 1.1644 | 1.4257 | 1.005 |
Largest Winning Trade | 63215 | 63215 | 23904 | 123170 | 123170 | 76843 |
Largest Losing Trade | -108303 | -35430 | -108303 | -321668 | -50676 | -321668 |
Avg Bars in Trades | 53 | 58 | 47 | 53 | 58 | 47 |
Avg Bars in Winners | 37 | 35 | 38 | 69 | 78 | 61 |
Avg Bars in Losers | 84 | 92 | 72 | 41 | 44 | 38 |
Bars Traded | 4479 | 2467 | 2012 | 4479 | 2467 | 2012 |
Profit Streak | 63.8064 | 87.5564 | 63.8064 | 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 | 301499 | 310155 | -314911 | -582127 | -478646 | -582771 |
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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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