Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230018.1153 | 156178.1231 | 73839.9922 | -108185.8426 | -7856.7657 | -100329.0769 |
Total P&L (%) | 230.0181 | 156.1781 | 73.84 | -108.1858 | -7.8568 | -100.3291 |
Avg Daily Profit (%) | 0.1862 | 0.1264 | 0.0598 | 0 | -0.0066 | 0 |
Buy And Hold Return (%) | 20.9545 | 20.9545 | 20.9545 | 20.9545 | 20.9545 | 20.9545 |
Max Trade Drawdown | -124210 | -50308 | -100813 | -212767 | -54259 | -160600 |
Profit Factor | 1.555 | 1.9225 | 1.3012 | 0.5643 | 0.8967 | 0.4175 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 102 | 49 | 53 | 30 | 17 | 13 |
Losing Trades | 24 | 14 | 10 | 96 | 46 | 50 |
Profitability (%) | 80.9524 | 77.7778 | 84.127 | 23.8095 | 26.9841 | 20.6349 |
Ratio Avg Win / Avg Loss | 0.3659 | 0.5493 | 0.2455 | 1.8057 | 2.4263 | 1.6057 |
Largest Winning Trade | 19910 | 19910 | 19209 | 22537 | 15541 | 22537 |
Largest Losing Trade | -100813 | -48131 | -100813 | -152657 | -46249 | -152657 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 11 | 12 | 10 | 56 | 60 | 52 |
Avg Bars in Losers | 90 | 93 | 87 | 17 | 19 | 15 |
Bars Traded | 3365 | 1922 | 1443 | 3365 | 1922 | 1443 |
Profit Streak | 10.366 | 76.0327 | 10.366 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484180 | -165480 | -258787 | -612450 | -746028 | -773734 |
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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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