Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145984.5782 | 244781.1448 | -98796.5666 | -593322.8757 | -554340.7791 | -38982.0967 |
Total P&L (%) | 145.9846 | 244.7811 | -98.7966 | -593.3229 | -554.3408 | -38.9821 |
Avg Daily Profit (%) | 0.1183 | 0.1983 | -0.08 | 0 | 0 | -0.04 |
Buy And Hold Return (%) | 106.7276 | 106.7276 | 106.7276 | 106.7276 | 106.7276 | 106.7276 |
Max Trade Drawdown | -243791 | -52410 | -100141 | -920011 | -558964 | -429475 |
Profit Factor | 1.2013 | 2.2144 | 0.8113 | 0.7633 | 0.5608 | 0.9687 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 56 | 25 | 31 | 39 | 23 | 16 |
Losing Trades | 41 | 24 | 17 | 58 | 26 | 32 |
Profitability (%) | 57.732 | 51.0204 | 64.5833 | 40.2062 | 46.9388 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8795 | 2.1258 | 0.4449 | 1.1352 | 0.6339 | 1.9374 |
Largest Winning Trade | 74485 | 74485 | 36083 | 370680 | 99962 | 370680 |
Largest Losing Trade | -198546 | -27579 | -198546 | -188050 | -148659 | -188050 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 48 | 57 | 40 | 49 | 43 | 57 |
Avg Bars in Losers | 49 | 43 | 57 | 47 | 56 | 41 |
Bars Traded | 4715 | 2474 | 2241 | 4715 | 2474 | 2241 |
Profit Streak | 48.3423 | 94.8423 | 48.3423 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85985 | 305116 | -578237 | -582661 | -581872 | -584392 |
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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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