Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195447.6712 | 165776.2226 | 29671.4486 | -115380.0062 | 47183.0714 | -162563.0775 |
Total P&L (%) | 195.4477 | 165.7762 | 29.6714 | -115.38 | 47.1831 | -162.5631 |
Avg Daily Profit (%) | 0.158 | 0.134 | 0.024 | 0 | 0.0312 | 0 |
Buy And Hold Return (%) | 60.3824 | 60.3824 | 60.3824 | 60.3824 | 60.3824 | 60.3824 |
Max Trade Drawdown | -125595 | -44169 | -102098 | -237115 | -58406 | -183729 |
Profit Factor | 1.4523 | 2.0312 | 1.1093 | 0.6784 | 1.5423 | 0.4017 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 103 | 50 | 53 | 33 | 17 | 16 |
Losing Trades | 22 | 12 | 10 | 92 | 45 | 47 |
Profitability (%) | 82.4 | 80.6452 | 84.127 | 26.4 | 27.4194 | 25.3968 |
Ratio Avg Win / Avg Loss | 0.3102 | 0.4875 | 0.2093 | 1.8912 | 4.0824 | 1.18 |
Largest Winning Trade | 41113 | 41113 | 21180 | 45647 | 45647 | 18710 |
Largest Losing Trade | -102098 | -44169 | -102098 | -170410 | -51265 | -170410 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 11 | 12 | 11 | 53 | 63 | 43 |
Avg Bars in Losers | 103 | 110 | 95 | 18 | 19 | 18 |
Bars Traded | 3499 | 1951 | 1548 | 3499 | 1951 | 1548 |
Profit Streak | 21.3759 | 78.0426 | 21.3759 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368278 | -165186 | -569608 | -601035 | -487862 | -753857 |
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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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