Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333464.7287 | 242055.6365 | 91409.0922 | -141564.6568 | 12336.6276 | -153901.2844 |
Total P&L (%) | 333.4647 | 242.0556 | 91.4091 | -141.5647 | 12.3366 | -153.9013 |
Avg Daily Profit (%) | 0.1818 | 0.132 | 0.0498 | 0 | 0.0063 | 0 |
Buy And Hold Return (%) | 10.4227 | 10.4227 | 10.4227 | 10.4227 | 10.4227 | 10.4227 |
Max Trade Drawdown | -180325 | -61913 | -185680 | -1070127 | -516274 | -814317 |
Profit Factor | 1.421 | 1.746 | 1.1955 | 0.956 | 1.0088 | 0.9152 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 124 | 59 | 65 | 90 | 44 | 46 |
Losing Trades | 38 | 22 | 16 | 72 | 37 | 35 |
Profitability (%) | 76.5432 | 72.8395 | 80.2469 | 55.5556 | 54.321 | 56.7901 |
Ratio Avg Win / Avg Loss | 0.4355 | 0.651 | 0.2943 | 0.7648 | 0.8483 | 0.6964 |
Largest Winning Trade | 40539 | 40539 | 31893 | 161014 | 102646 | 161014 |
Largest Losing Trade | -107526 | -48880 | -107526 | -440579 | -419442 | -440579 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 11 | 9 | 13 | 18 | 16 | 19 |
Avg Bars in Losers | 49 | 48 | 52 | 23 | 23 | 23 |
Bars Traded | 3345 | 1606 | 1739 | 3345 | 1606 | 1739 |
Profit Streak | 12.794 | 0 | 57.294 | 0 | 44.794 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424837 | -24739 | -139618 | -578931 | -516085 | -591578 |
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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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