Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303986.4671 | 330958.2761 | -26971.809 | -132281.7583 | 243081.6103 | -375363.3687 |
Total P&L (%) | 303.9865 | 330.9583 | -26.9718 | -132.2818 | 243.0816 | -375.3634 |
Avg Daily Profit (%) | 0.158 | 0.172 | -0.014 | 0 | 0.0641 | 0 |
Buy And Hold Return (%) | 46.0503 | 46.0503 | 46.0503 | 46.0503 | 46.0503 | 46.0503 |
Max Trade Drawdown | -148149 | -145695 | -176540 | -822906 | -338383 | -857885 |
Profit Factor | 1.3801 | 1.9622 | 0.9408 | 0.9259 | 1.3626 | 0.6631 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 19 | 22 | 51 | 28 | 23 |
Losing Trades | 48 | 25 | 23 | 38 | 16 | 22 |
Profitability (%) | 46.0674 | 43.1818 | 48.8889 | 57.3034 | 63.6364 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6158 | 2.5818 | 0.9836 | 0.6899 | 0.7786 | 0.6342 |
Largest Winning Trade | 127728 | 127728 | 43274 | 436375 | 210998 | 436375 |
Largest Losing Trade | -131257 | -52406 | -131257 | -443087 | -233358 | -443087 |
Avg Bars in Trades | 62 | 90 | 36 | 62 | 90 | 36 |
Avg Bars in Winners | 71 | 94 | 51 | 59 | 90 | 21 |
Avg Bars in Losers | 55 | 86 | 21 | 68 | 89 | 52 |
Bars Traded | 5602 | 3962 | 1640 | 5602 | 3962 | 1640 |
Profit Streak | 0 | 0 | 0 | 38.6372 | 277.6372 | 38.6372 |
Trades During Streak | 0 | 0 | 0 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266016 | 306586 | -581144 | -578605 | -106416 | -580021 |
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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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