Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271287.2028 | 203203.6751 | 68083.5276 | -1830002.9208 | -570525.2126 | -1259477.7082 |
Total P&L (%) | 271.2872 | 203.2037 | 68.0835 | -1830.0029 | -570.5252 | -1259.4777 |
Avg Daily Profit (%) | 0.1504 | 0.1127 | 0.0378 | 0 | 0 | 0 |
Buy And Hold Return (%) | 31.7425 | 31.7425 | 31.7425 | 31.7425 | 31.7425 | 31.7425 |
Max Trade Drawdown | -154505 | -24776 | -160919 | -1986080 | -664397 | -1352916 |
Profit Factor | 1.7718 | 2.8558 | 1.2813 | 0.391 | 0.5184 | 0.3082 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 152 | 77 | 75 | 80 | 43 | 37 |
Losing Trades | 56 | 27 | 29 | 128 | 61 | 67 |
Profitability (%) | 73.0769 | 74.0385 | 72.1154 | 38.4615 | 41.3462 | 35.5769 |
Ratio Avg Win / Avg Loss | 0.6528 | 1.0014 | 0.4954 | 0.6257 | 0.7354 | 0.558 |
Largest Winning Trade | 41785 | 41785 | 17512 | 111878 | 111878 | 106862 |
Largest Losing Trade | -140646 | -21427 | -140646 | -305566 | -68669 | -305566 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 5 | 6 | 5 | 19 | 22 | 16 |
Avg Bars in Losers | 43 | 42 | 44 | 13 | 11 | 16 |
Bars Traded | 3363 | 1659 | 1703 | 3363 | 1659 | 1703 |
Profit Streak | 616.8149 | 0 | 617.3149 | 0 | 620.3149 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457942 | -35240 | -146363 | -583898 | -583559 | -586386 |
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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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