Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67132.4264 | 274647.0377 | -207514.6112 | -69898.6947 | 56880.7176 | -126779.4122 |
Total P&L (%) | 67.1324 | 274.647 | -207.5146 | -69.8987 | 56.8807 | -126.7794 |
Avg Daily Profit (%) | 0.0365 | 0.1492 | -0.1127 | -0.0652 | 0.0245 | 0 |
Buy And Hold Return (%) | 107.192 | 107.192 | 107.192 | 107.192 | 107.192 | 107.192 |
Max Trade Drawdown | -249591 | -62033 | -269219 | -1991482 | -727192 | -1733631 |
Profit Factor | 1.0606 | 1.8009 | 0.7286 | 0.9839 | 1.0335 | 0.9522 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 157 | 79 | 78 | 79 | 39 | 40 |
Losing Trades | 41 | 20 | 21 | 119 | 60 | 59 |
Profitability (%) | 79.2929 | 79.798 | 78.7879 | 39.899 | 39.3939 | 40.404 |
Ratio Avg Win / Avg Loss | 0.277 | 0.4559 | 0.1962 | 1.4821 | 1.5899 | 1.4045 |
Largest Winning Trade | 32221 | 32221 | 27278 | 1359460 | 748041 | 1359460 |
Largest Losing Trade | -222203 | -42287 | -222203 | -246206 | -172107 | -246206 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 8 | 8 | 9 | 20 | 19 | 21 |
Avg Bars in Losers | 50 | 52 | 48 | 15 | 15 | 14 |
Bars Traded | 3436 | 1697 | 1738 | 3436 | 1697 | 1738 |
Profit Streak | 64.2739 | 129.7739 | 64.2739 | 64.2739 | 129.7739 | 64.2739 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -458800 | 323139 | -575394 | -580173 | -511164 | -581469 |
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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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