Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336562.3807 | 264793.8125 | 71768.5682 | -685277.8598 | -248796.4962 | -436481.3635 |
Total P&L (%) | 336.5624 | 264.7938 | 71.7686 | -685.2779 | -248.7965 | -436.4814 |
Avg Daily Profit (%) | 0.2693 | 0.2118 | 0.0574 | 0 | 0 | 0 |
Buy And Hold Return (%) | 78.9408 | 78.9408 | 78.9408 | 78.9408 | 78.9408 | 78.9408 |
Max Trade Drawdown | -153593 | -54592 | -136632 | -612249 | -291770 | -373108 |
Profit Factor | 1.6698 | 2.4625 | 1.2233 | 0.4533 | 0.6034 | 0.303 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 112 | 55 | 57 | 26 | 13 | 13 |
Losing Trades | 23 | 12 | 11 | 109 | 54 | 55 |
Profitability (%) | 82.963 | 82.0896 | 83.8235 | 19.2593 | 19.403 | 19.1176 |
Ratio Avg Win / Avg Loss | 0.3429 | 0.5373 | 0.2361 | 1.9004 | 2.5064 | 1.2818 |
Largest Winning Trade | 26674 | 26674 | 19155 | 279623 | 279623 | 74328 |
Largest Losing Trade | -136632 | -54592 | -136632 | -82868 | -68052 | -82868 |
Avg Bars in Trades | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Winners | 8 | 9 | 6 | 39 | 53 | 26 |
Avg Bars in Losers | 62 | 75 | 48 | 11 | 13 | 10 |
Bars Traded | 2333 | 1409 | 924 | 2333 | 1409 | 924 |
Profit Streak | 39.0634 | 90.0634 | 39.0634 | 0 | 0 | 0 |
Trades During Streak | 8 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479756 | -103980 | -387216 | -632481 | -749163 | -744032 |
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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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