Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185360.2839 | 214912.9305 | -29552.6466 | -105293.6067 | 55828.0989 | -161121.7056 |
Total P&L (%) | 185.3603 | 214.9129 | -29.5526 | -105.2936 | 55.8281 | -161.1217 |
Avg Daily Profit (%) | 0.1502 | 0.1741 | -0.0239 | 0 | 0.0359 | 0 |
Buy And Hold Return (%) | 83.5714 | 83.5714 | 83.5714 | 83.5714 | 83.5714 | 83.5714 |
Max Trade Drawdown | -129767 | -54647 | -152403 | -199081 | -13020 | -189846 |
Profit Factor | 1.3496 | 2.1972 | 0.9157 | 0.5111 | 4.0406 | 0.1822 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 29 | 31 | 34 | 19 | 15 |
Losing Trades | 35 | 18 | 17 | 61 | 28 | 33 |
Profitability (%) | 63.1579 | 61.7021 | 64.5833 | 35.7895 | 40.4255 | 31.25 |
Ratio Avg Win / Avg Loss | 0.7873 | 1.3638 | 0.5022 | 0.917 | 5.9546 | 0.4009 |
Largest Winning Trade | 67232 | 67232 | 46620 | 66991 | 66991 | 30950 |
Largest Losing Trade | -107897 | -45902 | -107897 | -179791 | -9014 | -179791 |
Avg Bars in Trades | 49 | 59 | 39 | 49 | 59 | 39 |
Avg Bars in Winners | 31 | 38 | 25 | 77 | 88 | 62 |
Avg Bars in Losers | 79 | 93 | 64 | 33 | 39 | 28 |
Bars Traded | 4678 | 2804 | 1874 | 4678 | 2804 | 1874 |
Profit Streak | 4.6003 | 0 | 24.8503 | 0 | 12.1003 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 100070 | 308713 | -577773 | -586051 | -306594 | -587980 |
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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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