Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115010.0208 | 197166.5902 | -82156.5694 | -506009.8195 | -152821.7708 | -353188.0488 |
Total P&L (%) | 115.01 | 197.1666 | -82.1566 | -506.0098 | -152.8218 | -353.188 |
Avg Daily Profit (%) | 0.0932 | 0.1597 | -0.0666 | 0 | 0 | 0 |
Buy And Hold Return (%) | 30.2765 | 30.2765 | 30.2765 | 30.2765 | 30.2765 | 30.2765 |
Max Trade Drawdown | -90624 | -56857 | -90624 | -393009 | -196201 | -222066 |
Profit Factor | 1.1877 | 2.1696 | 0.815 | 0.5033 | 0.6028 | 0.443 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 72 | 34 | 38 | 18 | 11 | 7 |
Losing Trades | 19 | 11 | 8 | 73 | 34 | 39 |
Profitability (%) | 79.1209 | 75.5556 | 82.6087 | 19.7802 | 24.4444 | 15.2174 |
Ratio Avg Win / Avg Loss | 0.3134 | 0.7019 | 0.1716 | 2.0412 | 1.8632 | 2.4679 |
Largest Winning Trade | 29068 | 29068 | 22985 | 125671 | 103532 | 125671 |
Largest Losing Trade | -232116 | -35996 | -232116 | -232116 | -60732 | -232116 |
Avg Bars in Trades | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Winners | 29 | 32 | 27 | 132 | 141 | 117 |
Avg Bars in Losers | 134 | 141 | 124 | 31 | 32 | 31 |
Bars Traded | 4691 | 2649 | 2042 | 4691 | 2649 | 2042 |
Profit Streak | 28.57 | 78.07 | 28.57 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80872 | 469792 | -575553 | -630577 | -610197 | -651135 |
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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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