Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294553.7975 | 222505.8627 | 72047.9348 | -804979.2138 | -300585.497 | -504393.7168 |
Total P&L (%) | 294.5538 | 222.5059 | 72.0479 | -804.9792 | -300.5855 | -504.3937 |
Avg Daily Profit (%) | 0.1633 | 0.1234 | 0.0399 | 0 | 0 | 0 |
Buy And Hold Return (%) | 23.4401 | 23.4401 | 23.4401 | 23.4401 | 23.4401 | 23.4401 |
Max Trade Drawdown | -150292 | -30041 | -156918 | -851486 | -317939 | -536018 |
Profit Factor | 2.2349 | 4.435 | 1.4147 | 0.171 | 0.225 | 0.1351 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 93 | 47 | 46 | 29 | 14 | 15 |
Losing Trades | 19 | 9 | 10 | 83 | 42 | 41 |
Profitability (%) | 83.0357 | 83.9286 | 82.1429 | 25.8929 | 25 | 26.7857 |
Ratio Avg Win / Avg Loss | 0.4566 | 0.8493 | 0.3075 | 0.4894 | 0.6749 | 0.3693 |
Largest Winning Trade | 55483 | 55483 | 17338 | 24000 | 13575 | 24000 |
Largest Losing Trade | -118700 | -30041 | -118700 | -173905 | -44899 | -173905 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 15 | 15 | 15 | 49 | 51 | 48 |
Avg Bars in Losers | 99 | 96 | 101 | 22 | 20 | 24 |
Bars Traded | 3331 | 1602 | 1729 | 3331 | 1602 | 1729 |
Profit Streak | 734.0026 | 734.0026 | 787.0026 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547709 | -197880 | -318081 | -606082 | -790648 | -783055 |
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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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