Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199355.1341 | 228888.8365 | -29533.7024 | -345762.8514 | -91709.0078 | -254053.8435 |
Total P&L (%) | 199.3551 | 228.8888 | -29.5337 | -345.7629 | -91.709 | -254.0538 |
Avg Daily Profit (%) | 0.1615 | 0.1854 | -0.0239 | 0 | -0.2015 | 0 |
Buy And Hold Return (%) | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 |
Max Trade Drawdown | -220698 | -52655 | -228482 | -400769 | -149266 | -322329 |
Profit Factor | 1.3022 | 2.1556 | 0.936 | 0.6579 | 0.7536 | 0.6021 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 128 | 60 | 68 | 32 | 20 | 12 |
Losing Trades | 31 | 19 | 12 | 127 | 59 | 68 |
Profitability (%) | 80.5031 | 75.9494 | 85 | 20.1258 | 25.3165 | 15 |
Ratio Avg Win / Avg Loss | 0.3154 | 0.6826 | 0.1652 | 2.6109 | 2.2232 | 3.4117 |
Largest Winning Trade | 26339 | 26339 | 17275 | 149909 | 103703 | 149909 |
Largest Losing Trade | -176350 | -49480 | -176350 | -235080 | -28640 | -235080 |
Avg Bars in Trades | 44 | 50 | 38 | 44 | 50 | 38 |
Avg Bars in Winners | 21 | 22 | 20 | 128 | 131 | 121 |
Avg Bars in Losers | 138 | 138 | 138 | 23 | 22 | 23 |
Bars Traded | 7034 | 3951 | 3082 | 7034 | 3951 | 3082 |
Profit Streak | 14.3445 | 14.3445 | 30.0112 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441545 | -13904 | -594117 | -628464 | -633378 | -671347 |
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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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