Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201494.9163 | 263663.3894 | -62168.4731 | -107988.3004 | 246286.2827 | -354274.5831 |
Total P&L (%) | 201.4949 | 263.6634 | -62.1685 | -107.9883 | 246.2863 | -354.2746 |
Avg Daily Profit (%) | 0.1427 | 0.1867 | -0.044 | 0 | 0.088 | 0 |
Buy And Hold Return (%) | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 |
Max Trade Drawdown | -139368 | -83901 | -174916 | -626706 | -416303 | -455684 |
Profit Factor | 1.3077 | 2.2459 | 0.8597 | 0.9147 | 1.5151 | 0.5503 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 58 | 29 | 29 | 54 | 28 | 26 |
Losing Trades | 26 | 13 | 13 | 30 | 14 | 16 |
Profitability (%) | 69.0476 | 69.0476 | 69.0476 | 64.2857 | 66.6667 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.5862 | 1.0068 | 0.3854 | 0.5082 | 0.7576 | 0.3387 |
Largest Winning Trade | 55118 | 55118 | 26376 | 167297 | 167297 | 87343 |
Largest Losing Trade | -111767 | -59547 | -111767 | -367815 | -367815 | -328707 |
Avg Bars in Trades | 48 | 58 | 38 | 48 | 58 | 38 |
Avg Bars in Winners | 34 | 38 | 29 | 35 | 42 | 28 |
Avg Bars in Losers | 80 | 103 | 57 | 71 | 91 | 54 |
Bars Traded | 4086 | 2472 | 1614 | 4086 | 2472 | 1614 |
Profit Streak | 462.4242 | 0 | 560.4242 | 0 | 507.4242 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2452 | 442339 | -576914 | -578423 | -74090 | -579191 |
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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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