Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180162.8586 | 190748.6347 | -10585.776 | -294030.2893 | -52159.5532 | -241870.7361 |
Total P&L (%) | 180.1629 | 190.7486 | -10.5858 | -294.0303 | -52.1596 | -241.8707 |
Avg Daily Profit (%) | 0.1441 | 0.1526 | -0.0085 | 0 | -0.059 | 0 |
Buy And Hold Return (%) | 13.1244 | 13.1244 | 13.1244 | 13.1244 | 13.1244 | 13.1244 |
Max Trade Drawdown | -78526 | -51004 | -76907 | -250462 | -139930 | -125963 |
Profit Factor | 1.3317 | 1.9546 | 0.9692 | 0.596 | 0.83 | 0.4253 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 75 | 36 | 39 | 23 | 13 | 10 |
Losing Trades | 24 | 13 | 11 | 76 | 36 | 40 |
Profitability (%) | 75.7576 | 73.4694 | 78 | 23.2323 | 26.5306 | 20 |
Ratio Avg Win / Avg Loss | 0.4262 | 0.7058 | 0.2734 | 1.9694 | 2.2986 | 1.7014 |
Largest Winning Trade | 26707 | 26707 | 22985 | 135334 | 135334 | 39537 |
Largest Losing Trade | -134296 | -51004 | -134296 | -134296 | -29358 | -134296 |
Avg Bars in Trades | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Winners | 13 | 17 | 10 | 55 | 64 | 44 |
Avg Bars in Losers | 56 | 64 | 46 | 14 | 17 | 11 |
Bars Traded | 2368 | 1463 | 905 | 2368 | 1463 | 905 |
Profit Streak | 41.7923 | 92.2923 | 41.7923 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 133370 | 466882 | -755501 | -615064 | -600972 | -809907 |
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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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