Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370221.8346 | 487275.1286 | -117053.294 | -233285.7053 | -38860.3272 | -194425.3781 |
Total P&L (%) | 370.2218 | 487.2751 | -117.0533 | -233.2857 | -38.8603 | -194.4254 |
Avg Daily Profit (%) | 0.1635 | 0.2152 | -0.0517 | 0 | -0.0217 | 0 |
Buy And Hold Return (%) | 192.0732 | 192.0732 | 192.0732 | 192.0732 | 192.0732 | 192.0732 |
Max Trade Drawdown | -219615 | -79412 | -335414 | -640903 | -427957 | -517104 |
Profit Factor | 1.2763 | 2.005 | 0.8631 | 0.8915 | 0.957 | 0.8438 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 126 | 64 | 62 | 111 | 57 | 54 |
Losing Trades | 107 | 53 | 54 | 122 | 60 | 62 |
Profitability (%) | 54.0773 | 54.7009 | 53.4483 | 47.6395 | 48.7179 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.0839 | 1.6604 | 0.7517 | 0.9798 | 1.0074 | 0.9688 |
Largest Winning Trade | 81685 | 81685 | 51958 | 132219 | 114920 | 132219 |
Largest Losing Trade | -140992 | -32177 | -140992 | -201300 | -111206 | -201300 |
Avg Bars in Trades | 27 | 17 | 38 | 27 | 17 | 38 |
Avg Bars in Winners | 31 | 17 | 45 | 27 | 18 | 37 |
Avg Bars in Losers | 24 | 18 | 29 | 28 | 17 | 39 |
Bars Traded | 6518 | 2069 | 4449 | 6518 | 2069 | 4449 |
Profit Streak | 0 | 0 | 15.9105 | 14.5772 | 15.5772 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 68456 | 312539 | -579998 | -579608 | -578994 | -582364 |
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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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