Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665389.8021 | 879252.4879 | -213862.6858 | -102658.1048 | 48104.9127 | -150763.0176 |
Total P&L (%) | 665.3898 | 879.2525 | -213.8627 | -102.6581 | 48.1049 | -150.763 |
Avg Daily Profit (%) | 0.3727 | 0.4925 | -0.1198 | 0 | 0.022 | 0 |
Buy And Hold Return (%) | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 |
Max Trade Drawdown | -246140 | -209050 | -304896 | -243001 | -69563 | -229513 |
Profit Factor | 1.6356 | 2.7706 | 0.6114 | 0.7006 | 1.5382 | 0.4054 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 64 | 30 | 34 | 72 | 39 | 33 |
Losing Trades | 75 | 39 | 36 | 67 | 30 | 37 |
Profitability (%) | 46.0432 | 43.4783 | 48.5714 | 51.7986 | 56.5217 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.9167 | 3.6018 | 0.6474 | 0.652 | 1.1832 | 0.4545 |
Largest Winning Trade | 807147 | 807147 | 37565 | 99192 | 99192 | 60186 |
Largest Losing Trade | -127653 | -71839 | -127653 | -222712 | -38153 | -222712 |
Avg Bars in Trades | 73 | 97 | 48 | 73 | 97 | 48 |
Avg Bars in Winners | 90 | 122 | 62 | 62 | 85 | 35 |
Avg Bars in Losers | 58 | 78 | 35 | 83 | 112 | 60 |
Bars Traded | 10155 | 6738 | 3417 | 10155 | 6738 | 3417 |
Profit Streak | 90.3009 | 90.8009 | 90.3009 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340947 | -90124 | -675233 | -580176 | -428542 | -676347 |
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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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