Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186684.2208 | 239039.9758 | -52355.755 | -197212.9009 | -16451.3458 | -180761.5551 |
Total P&L (%) | 186.6842 | 239.04 | -52.3558 | -197.2129 | -16.4513 | -180.7616 |
Avg Daily Profit (%) | 0.1512 | 0.1937 | -0.0424 | 0 | -0.0146 | 0 |
Buy And Hold Return (%) | 11.8497 | 11.8497 | 11.8497 | 11.8497 | 11.8497 | 11.8497 |
Max Trade Drawdown | -193865 | -65686 | -238255 | -308625 | -101201 | -291508 |
Profit Factor | 1.1909 | 1.6427 | 0.9136 | 0.7259 | 0.9335 | 0.6171 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 139 | 67 | 72 | 109 | 57 | 52 |
Losing Trades | 108 | 56 | 52 | 138 | 66 | 72 |
Profitability (%) | 56.2753 | 54.4715 | 58.0645 | 44.1296 | 46.3415 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.9253 | 1.373 | 0.6598 | 0.919 | 1.0809 | 0.8545 |
Largest Winning Trade | 42454 | 31723 | 42454 | 133895 | 38289 | 133895 |
Largest Losing Trade | -149996 | -36614 | -149996 | -238473 | -24930 | -238473 |
Avg Bars in Trades | 29 | 34 | 23 | 29 | 34 | 23 |
Avg Bars in Winners | 23 | 26 | 20 | 33 | 42 | 25 |
Avg Bars in Losers | 36 | 42 | 28 | 25 | 27 | 23 |
Bars Traded | 7165 | 4202 | 2963 | 7165 | 4202 | 2963 |
Profit Streak | 34.547 | 35.7137 | 34.547 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1079 | 408883 | -578236 | -581490 | -580761 | -583861 |
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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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