Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199254.7697 | 141880.2167 | 57374.553 | -117268.9968 | 16089.7486 | -133358.7454 |
Total P&L (%) | 199.2548 | 141.8802 | 57.3746 | -117.269 | 16.0897 | -133.3587 |
Avg Daily Profit (%) | 0.1594 | 0.1135 | 0.0459 | 0 | 0.0119 | 0 |
Buy And Hold Return (%) | 27.0575 | 27.0575 | 27.0575 | 27.0575 | 27.0575 | 27.0575 |
Max Trade Drawdown | -102589 | -68766 | -102589 | -205376 | -19650 | -192773 |
Profit Factor | 1.4092 | 1.6951 | 1.2029 | 0.5818 | 1.2407 | 0.3756 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 29 | 29 | 32 | 16 | 16 |
Losing Trades | 32 | 16 | 16 | 58 | 29 | 29 |
Profitability (%) | 64.4444 | 64.4444 | 64.4444 | 35.5556 | 35.5556 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.7775 | 0.9353 | 0.6637 | 1.0545 | 2.2487 | 0.6807 |
Largest Winning Trade | 43810 | 32202 | 43810 | 40783 | 40783 | 38581 |
Largest Losing Trade | -102589 | -34455 | -102589 | -171765 | -14982 | -171765 |
Avg Bars in Trades | 38 | 42 | 33 | 38 | 42 | 33 |
Avg Bars in Winners | 26 | 31 | 21 | 56 | 70 | 41 |
Avg Bars in Losers | 58 | 62 | 54 | 28 | 27 | 29 |
Bars Traded | 3427 | 1921 | 1506 | 3427 | 1921 | 1506 |
Profit Streak | 0 | 0 | 0 | 30.6843 | 30.6843 | 38.0176 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314973 | -40265 | -137929 | -583026 | -346848 | -585340 |
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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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