Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234543.3312 | 276346.8561 | -41803.5249 | -374177.4941 | -223421.6966 | -150755.7976 |
Total P&L (%) | 234.5433 | 276.3469 | -41.8035 | -374.1775 | -223.4217 | -150.7558 |
Avg Daily Profit (%) | 0.189 | 0.2226 | -0.0337 | 0 | 0 | 0 |
Buy And Hold Return (%) | 12.8642 | 12.8642 | 12.8642 | 12.8642 | 12.8642 | 12.8642 |
Max Trade Drawdown | -199506 | -60807 | -226691 | -495968 | -247281 | -278359 |
Profit Factor | 1.301 | 1.8312 | 0.9064 | 0.6615 | 0.6025 | 0.7226 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 66 | 31 | 35 | 59 | 32 | 27 |
Losing Trades | 58 | 31 | 27 | 65 | 30 | 35 |
Profitability (%) | 53.2258 | 50 | 56.4516 | 47.5806 | 51.6129 | 43.5484 |
Ratio Avg Win / Avg Loss | 1.1433 | 1.8312 | 0.6992 | 0.7288 | 0.5649 | 0.9367 |
Largest Winning Trade | 81724 | 81724 | 34746 | 103902 | 52757 | 103902 |
Largest Losing Trade | -146683 | -26574 | -146683 | -208954 | -65913 | -208954 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 36 | 34 | 37 | 40 | 51 | 27 |
Avg Bars in Losers | 41 | 50 | 29 | 36 | 33 | 39 |
Bars Traded | 4760 | 2641 | 2119 | 4760 | 2641 | 2119 |
Profit Streak | 26.2215 | 26.2215 | 57.7215 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337751 | -142349 | -733142 | -581389 | -734749 | -737745 |
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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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