Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378486.1997 | 262017.0277 | 116469.172 | -266761.6639 | 246097.2162 | -512858.8801 |
Total P&L (%) | 378.4862 | 262.017 | 116.4692 | -266.7617 | 246.0972 | -512.8589 |
Avg Daily Profit (%) | 0.1582 | 0.1095 | 0.0487 | 0 | 0.0519 | 0 |
Buy And Hold Return (%) | 97.5852 | 97.5852 | 97.5852 | 97.5852 | 97.5852 | 97.5852 |
Max Trade Drawdown | -103532 | -62429 | -103532 | -756480 | -107478 | -689373 |
Profit Factor | 2.227 | 3.4445 | 1.5786 | 0.7143 | 2.5816 | 0.3408 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 92 | 47 | 45 | 31 | 17 | 14 |
Losing Trades | 10 | 4 | 6 | 71 | 34 | 37 |
Profitability (%) | 90.1961 | 92.1569 | 88.2353 | 30.3922 | 33.3333 | 27.451 |
Ratio Avg Win / Avg Loss | 0.2421 | 0.2932 | 0.2105 | 1.6359 | 5.1632 | 0.9007 |
Largest Winning Trade | 26689 | 26689 | 18381 | 124236 | 124236 | 59680 |
Largest Losing Trade | -103532 | -62429 | -103532 | -610548 | -25392 | -610548 |
Avg Bars in Trades | 40 | 45 | 35 | 40 | 45 | 35 |
Avg Bars in Winners | 20 | 24 | 16 | 66 | 88 | 39 |
Avg Bars in Losers | 223 | 302 | 171 | 29 | 24 | 33 |
Bars Traded | 4127 | 2340 | 1787 | 4127 | 2340 | 1787 |
Profit Streak | 152.8959 | 152.8959 | 254.8959 | 0 | 0 | 0 |
Trades During Streak | 16 | 8 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486875 | -219847 | -407252 | -585354 | -308747 | -780123 |
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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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