Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332821.5054 | 253620.0966 | 79201.4088 | -391932.4751 | -139371.9602 | -252560.5149 |
Total P&L (%) | 332.8215 | 253.6201 | 79.2014 | -391.9325 | -139.372 | -252.5605 |
Avg Daily Profit (%) | 0.3195 | 0.2435 | 0.076 | 0 | 0 | 0 |
Buy And Hold Return (%) | 20.5135 | 20.5135 | 20.5135 | 20.5135 | 20.5135 | 20.5135 |
Max Trade Drawdown | -122138 | -72301 | -129581 | -453722 | -157599 | -355393 |
Profit Factor | 1.5965 | 2.23 | 1.2252 | 0.5901 | 0.6598 | 0.5378 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 91 | 44 | 47 | 36 | 21 | 15 |
Losing Trades | 34 | 19 | 15 | 89 | 42 | 47 |
Profitability (%) | 72.8 | 69.8413 | 75.8065 | 28.8 | 33.3333 | 24.1935 |
Ratio Avg Win / Avg Loss | 0.5965 | 0.9629 | 0.391 | 1.4588 | 1.3196 | 1.685 |
Largest Winning Trade | 30760 | 30760 | 29869 | 125017 | 111072 | 125017 |
Largest Losing Trade | -113608 | -40900 | -113608 | -148923 | -47636 | -148923 |
Avg Bars in Trades | 197 | 204 | 190 | 197 | 204 | 190 |
Avg Bars in Winners | 145 | 148 | 142 | 310 | 322 | 293 |
Avg Bars in Losers | 338 | 336 | 341 | 152 | 146 | 157 |
Bars Traded | 24713 | 12914 | 11799 | 24713 | 12914 | 11799 |
Profit Streak | 15.5016 | 23.0433 | 15.5016 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504972 | -133183 | -245578 | -591846 | -732550 | -765827 |
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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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