Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350187.2159 | 302447.3894 | 47739.8266 | -189205.6642 | -47563.8203 | -141641.8439 |
Total P&L (%) | 350.1872 | 302.4474 | 47.7398 | -189.2057 | -47.5638 | -141.6418 |
Avg Daily Profit (%) | 0.2823 | 0.2438 | 0.0385 | 0 | -0.052 | 0 |
Buy And Hold Return (%) | 106.9636 | 106.9636 | 106.9636 | 106.9636 | 106.9636 | 106.9636 |
Max Trade Drawdown | -115960 | -91681 | -78089 | -659360 | -337862 | -204618 |
Profit Factor | 1.3727 | 1.7397 | 1.0899 | 0.8811 | 0.9393 | 0.8247 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 150 | 78 | 72 | 77 | 37 | 40 |
Losing Trades | 77 | 36 | 41 | 150 | 77 | 73 |
Profitability (%) | 66.0793 | 68.4211 | 63.7168 | 33.9207 | 32.4561 | 35.3982 |
Ratio Avg Win / Avg Loss | 0.7046 | 0.8029 | 0.6207 | 1.7165 | 1.9548 | 1.5051 |
Largest Winning Trade | 28921 | 28921 | 22186 | 101882 | 96882 | 101882 |
Largest Losing Trade | -105311 | -34205 | -105311 | -135768 | -63674 | -135768 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 10 | 10 | 10 | 25 | 32 | 18 |
Avg Bars in Losers | 25 | 33 | 18 | 10 | 10 | 10 |
Bars Traded | 3532 | 2003 | 1528 | 3532 | 2003 | 1528 |
Profit Streak | 19.4908 | 19.4908 | 47.4908 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337934 | 314326 | -427311 | -582787 | -584796 | -583654 |
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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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