Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198476.8403 | 192840.6668 | 5636.1734 | -109117.2444 | -4075.4661 | -105041.7783 |
Total P&L (%) | 198.4768 | 192.8407 | 5.6362 | -109.1172 | -4.0755 | -105.0418 |
Avg Daily Profit (%) | 0.1593 | 0.1548 | 0.0045 | 0 | -0.0033 | 0 |
Buy And Hold Return (%) | 86.7949 | 86.7949 | 86.7949 | 86.7949 | 86.7949 | 86.7949 |
Max Trade Drawdown | -160764 | -47409 | -131442 | -11220 | -4693 | -7208 |
Profit Factor | 1.3648 | 2.0781 | 1.0154 | 0.109 | 0.6438 | 0.0539 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 141 | 71 | 70 | 36 | 17 | 19 |
Losing Trades | 27 | 13 | 14 | 132 | 67 | 65 |
Profitability (%) | 83.9286 | 84.5238 | 83.3333 | 21.4286 | 20.2381 | 22.619 |
Ratio Avg Win / Avg Loss | 0.2613 | 0.3805 | 0.2031 | 0.3998 | 2.5374 | 0.1844 |
Largest Winning Trade | 21180 | 19530 | 21180 | 3908 | 3908 | 1838 |
Largest Losing Trade | -131442 | -47409 | -131442 | -99016 | -794 | -99016 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 9 | 10 | 8 | 47 | 59 | 35 |
Avg Bars in Losers | 80 | 96 | 65 | 13 | 14 | 13 |
Bars Traded | 3528 | 1995 | 1533 | 3528 | 1995 | 1533 |
Profit Streak | 34.8996 | 87.8996 | 34.8996 | 0 | 0 | 0 |
Trades During Streak | 13 | 10 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308104 | 330869 | -551765 | -624897 | -628298 | -620860 |
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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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