Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291228.5303 | 289832.0796 | 1396.4506 | -66864.3652 | 182207.2607 | -249071.6259 |
Total P&L (%) | 291.2285 | 289.8321 | 1.3965 | -66.8644 | 182.2073 | -249.0716 |
Avg Daily Profit (%) | 0.1522 | 0.1515 | 0.0007 | -0.0577 | 0.0542 | 0 |
Buy And Hold Return (%) | 35.5602 | 35.5602 | 35.5602 | 35.5602 | 35.5602 | 35.5602 |
Max Trade Drawdown | -158832 | -121136 | -139296 | -665000 | -495159 | -409682 |
Profit Factor | 1.4032 | 1.8297 | 1.0037 | 0.9642 | 1.2112 | 0.7527 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 54.717 | 47.1698 | 62.2642 | 54.717 | 47.1698 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.1613 | 2.0493 | 0.6083 | 0.798 | 1.3565 | 0.4562 |
Largest Winning Trade | 198736 | 198736 | 36238 | 282704 | 282704 | 99281 |
Largest Losing Trade | -72772 | -47948 | -72772 | -337322 | -243454 | -337322 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 27 | 21 | 31 | 27 | 21 | 31 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 3498 | 1629 | 1868 | 3498 | 1629 | 1868 |
Profit Streak | 15.4755 | 0 | 35.9755 | 15.4755 | 0 | 35.9755 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338513 | -170477 | -753159 | -579302 | -303342 | -758252 |
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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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