Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470286.5239 | 404461.6714 | 65824.8525 | -369079.5671 | 249732.3048 | -618811.8718 |
Total P&L (%) | 470.2865 | 404.4617 | 65.8249 | -369.0796 | 249.7323 | -618.8119 |
Avg Daily Profit (%) | 0.2436 | 0.2095 | 0.0341 | 0 | 0.0649 | 0 |
Buy And Hold Return (%) | 15.8683 | 15.8683 | 15.8683 | 15.8683 | 15.8683 | 15.8683 |
Max Trade Drawdown | -120417 | -84449 | -116471 | -805685 | -302074 | -734743 |
Profit Factor | 1.6968 | 2.2732 | 1.1842 | 0.8425 | 1.2499 | 0.5396 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 53 | 25 | 28 | 48 | 26 | 22 |
Losing Trades | 48 | 26 | 22 | 53 | 25 | 28 |
Profitability (%) | 52.4752 | 49.0196 | 56 | 47.5248 | 50.9804 | 44 |
Ratio Avg Win / Avg Loss | 1.5367 | 2.3641 | 0.9305 | 0.9303 | 1.2018 | 0.6867 |
Largest Winning Trade | 135487 | 135487 | 53025 | 185592 | 185592 | 102430 |
Largest Losing Trade | -114672 | -49884 | -114672 | -259160 | -180927 | -259160 |
Avg Bars in Trades | 112 | 88 | 138 | 112 | 88 | 138 |
Avg Bars in Winners | 144 | 110 | 174 | 82 | 70 | 95 |
Avg Bars in Losers | 78 | 67 | 91 | 140 | 106 | 171 |
Bars Traded | 11405 | 4500 | 6905 | 11405 | 4500 | 6905 |
Profit Streak | 0 | 0 | 0 | 25.0675 | 25.0675 | 26.9009 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424755 | -168406 | -348233 | -580447 | -285907 | -762151 |
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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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