Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594945.3496 | 614043.4147 | -19098.065 | -242903.3119 | -545453.2445 | 302549.9326 |
Total P&L (%) | 594.9454 | 614.0434 | -19.0981 | -242.9033 | -545.4532 | 302.5499 |
Avg Daily Profit (%) | 0.3312 | 0.3418 | -0.0106 | 0 | 0 | 0.0776 |
Buy And Hold Return (%) | 258.6649 | 258.6649 | 258.6649 | 258.6649 | 258.6649 | 258.6649 |
Max Trade Drawdown | -141025 | -108834 | -212549 | -776813 | -720356 | -298236 |
Profit Factor | 1.6797 | 2.5259 | 0.9596 | 0.875 | 0.5568 | 1.4247 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 68 | 32 | 36 | 50 | 27 | 23 |
Losing Trades | 53 | 28 | 25 | 71 | 33 | 38 |
Profitability (%) | 56.1983 | 53.3333 | 59.0164 | 41.3223 | 45 | 37.7049 |
Ratio Avg Win / Avg Loss | 1.3092 | 2.2101 | 0.6664 | 1.2425 | 0.6805 | 2.3538 |
Largest Winning Trade | 181627 | 181627 | 49789 | 553995 | 65510 | 553995 |
Largest Losing Trade | -123647 | -34633 | -123647 | -277212 | -277212 | -74937 |
Avg Bars in Trades | 86 | 94 | 78 | 86 | 94 | 78 |
Avg Bars in Winners | 70 | 64 | 74 | 107 | 127 | 83 |
Avg Bars in Losers | 107 | 128 | 84 | 72 | 67 | 76 |
Bars Traded | 10476 | 5665 | 4811 | 10476 | 5665 | 4811 |
Profit Streak | 26.5158 | 50.3491 | 26.5158 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322875 | -157663 | -740272 | -582164 | -751902 | -367173 |
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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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