Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839288.7056 | 1037595.967 | -198307.2613 | -110083.0154 | 129494.2111 | -239577.2265 |
Total P&L (%) | 839.2887 | 1037.596 | -198.3073 | -110.083 | 129.4942 | -239.5772 |
Avg Daily Profit (%) | 0.4655 | 0.5755 | -0.11 | 0 | 0.0461 | 0 |
Buy And Hold Return (%) | 146.0938 | 146.0938 | 146.0938 | 146.0938 | 146.0938 | 146.0938 |
Max Trade Drawdown | -258183 | -216345 | -309781 | -556974 | -255771 | -525013 |
Profit Factor | 1.8364 | 3.2239 | 0.6306 | 0.8846 | 1.3979 | 0.6187 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 15 | 25 | 66 | 39 | 27 |
Losing Trades | 64 | 37 | 27 | 38 | 13 | 25 |
Profitability (%) | 38.4615 | 28.8462 | 48.0769 | 63.4615 | 75 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.9382 | 7.9523 | 0.6811 | 0.5093 | 0.466 | 0.5729 |
Largest Winning Trade | 1000021 | 1000021 | 40049 | 221606 | 221606 | 179629 |
Largest Losing Trade | -150034 | -33904 | -150034 | -525013 | -153105 | -525013 |
Avg Bars in Trades | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Winners | 87 | 100 | 78 | 57 | 63 | 48 |
Avg Bars in Losers | 55 | 61 | 47 | 85 | 100 | 77 |
Bars Traded | 7042 | 3796 | 3247 | 7042 | 3796 | 3247 |
Profit Streak | 21.7511 | 0 | 35.2511 | 0 | 141.0011 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334583 | -175787 | -761038 | -578756 | -473586 | -760584 |
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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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