Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394144.6491 | 343349.8252 | 50794.8239 | -522248.4035 | 340388.0097 | -862636.4132 |
Total P&L (%) | 394.1446 | 343.3498 | 50.7948 | -522.2484 | 340.388 | -862.6364 |
Avg Daily Profit (%) | 0.2106 | 0.1835 | 0.0271 | 0 | 0.0792 | 0 |
Buy And Hold Return (%) | 58.2192 | 58.2192 | 58.2192 | 58.2192 | 58.2192 | 58.2192 |
Max Trade Drawdown | -125953 | -112923 | -129572 | -1529323 | -1018552 | -1369079 |
Profit Factor | 1.7954 | 2.4694 | 1.194 | 0.8814 | 1.1783 | 0.654 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 88 | 43 | 45 | 72 | 35 | 37 |
Losing Trades | 23 | 12 | 11 | 39 | 20 | 19 |
Profitability (%) | 79.2793 | 78.1818 | 80.3571 | 64.8649 | 63.6364 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.4692 | 0.6891 | 0.2919 | 0.4774 | 0.6733 | 0.3358 |
Largest Winning Trade | 221987 | 221987 | 37413 | 305897 | 305897 | 220172 |
Largest Losing Trade | -125953 | -48705 | -125953 | -1321377 | -468068 | -1321377 |
Avg Bars in Trades | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Winners | 15 | 12 | 18 | 18 | 16 | 20 |
Avg Bars in Losers | 91 | 112 | 69 | 54 | 65 | 42 |
Bars Traded | 3449 | 1876 | 1573 | 3449 | 1876 | 1573 |
Profit Streak | 34.501 | 166.001 | 34.501 | 0 | 0 | 0 |
Trades During Streak | 10 | 8 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512973 | -166232 | -505554 | -578556 | -292293 | -758472 |
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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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