Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233605.6106 | 238671.6585 | -5066.0479 | -41643.9962 | 117611.7066 | -159255.7027 |
Total P&L (%) | 233.6056 | 238.6717 | -5.066 | -41.644 | 117.6117 | -159.2557 |
Avg Daily Profit (%) | 0.1874 | 0.1915 | -0.0041 | -0.0432 | 0.0624 | 0 |
Buy And Hold Return (%) | 17.657 | 17.657 | 17.657 | 17.657 | 17.657 | 17.657 |
Max Trade Drawdown | -149696 | -71015 | -139556 | -210494 | -43335 | -205938 |
Profit Factor | 1.4253 | 2.0455 | 0.9842 | 0.8831 | 2.231 | 0.3889 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 64.5161 | 60.8696 | 68.0851 | 64.5161 | 60.8696 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.7839 | 1.3149 | 0.4614 | 0.4857 | 1.4342 | 0.1823 |
Largest Winning Trade | 97553 | 97553 | 27437 | 109105 | 109105 | 11842 |
Largest Losing Trade | -77667 | -51670 | -77667 | -170806 | -43335 | -170806 |
Avg Bars in Trades | 152 | 233 | 73 | 152 | 233 | 73 |
Avg Bars in Winners | 84 | 127 | 47 | 84 | 127 | 47 |
Avg Bars in Losers | 277 | 398 | 131 | 277 | 398 | 131 |
Bars Traded | 14211 | 10738 | 3473 | 14211 | 10738 | 3473 |
Profit Streak | 0 | 21.9634 | 0 | 0 | 21.9634 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327740 | 444855 | -578352 | -578370 | -104657 | -578352 |
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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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