Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140953.7217 | 214838.7967 | -73885.0751 | -101508.0712 | 28136.1818 | -129644.2531 |
Total P&L (%) | 140.9537 | 214.8388 | -73.8851 | -101.5081 | 28.1362 | -129.6443 |
Avg Daily Profit (%) | 0.0998 | 0.1522 | -0.0523 | 0 | 0.0176 | 0 |
Buy And Hold Return (%) | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 |
Max Trade Drawdown | -196910 | -108176 | -189791 | -207492 | -45605 | -200119 |
Profit Factor | 1.1458 | 1.5481 | 0.8714 | 0.7325 | 1.2259 | 0.4915 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 107 | 48 | 59 | 67 | 42 | 25 |
Losing Trades | 61 | 36 | 25 | 101 | 42 | 59 |
Profitability (%) | 63.6905 | 57.1429 | 70.2381 | 39.881 | 50 | 29.7619 |
Ratio Avg Win / Avg Loss | 0.6532 | 1.1611 | 0.3692 | 1.1043 | 1.2259 | 1.16 |
Largest Winning Trade | 51354 | 51354 | 24462 | 37304 | 37304 | 25364 |
Largest Losing Trade | -106450 | -54491 | -106450 | -90646 | -30295 | -90646 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 18 | 18 | 18 | 29 | 28 | 31 |
Avg Bars in Losers | 36 | 32 | 42 | 21 | 20 | 23 |
Bars Traded | 4182 | 2044 | 2138 | 4182 | 2044 | 2138 |
Profit Streak | 461.8907 | 461.8907 | 560.5574 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117215 | 369764 | -576509 | -581888 | -173965 | -587990 |
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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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