Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151548.6337 | 208057.8018 | -56509.1681 | -105889.2811 | 44939.0907 | -150828.3718 |
Total P&L (%) | 151.5486 | 208.0578 | -56.5092 | -105.8893 | 44.9391 | -150.8284 |
Avg Daily Profit (%) | 0.1215 | 0.1668 | -0.0453 | 0 | 0.0298 | 0 |
Buy And Hold Return (%) | 11.6714 | 11.6714 | 11.6714 | 11.6714 | 11.6714 | 11.6714 |
Max Trade Drawdown | -232011 | -71542 | -230760 | -229233 | -22672 | -210816 |
Profit Factor | 1.1687 | 1.5701 | 0.8941 | 0.6468 | 1.8144 | 0.3835 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 185 | 90 | 95 | 98 | 50 | 48 |
Losing Trades | 95 | 50 | 45 | 182 | 90 | 92 |
Profitability (%) | 66.0714 | 64.2857 | 67.8571 | 35 | 35.7143 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.6001 | 0.8723 | 0.4235 | 1.2013 | 3.2659 | 0.7351 |
Largest Winning Trade | 52441 | 52441 | 20109 | 39222 | 39222 | 25434 |
Largest Losing Trade | -119989 | -39763 | -119989 | -210816 | -18417 | -210816 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 15 | 17 | 13 | 43 | 52 | 34 |
Avg Bars in Losers | 45 | 51 | 38 | 16 | 16 | 15 |
Bars Traded | 7170 | 4140 | 3030 | 7170 | 4140 | 3030 |
Profit Streak | 0 | 0 | 20.5419 | 16.5419 | 19.7085 | 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 | -63625 | 336658 | -577815 | -582628 | -156950 | -586794 |
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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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