Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191547.6002 | 198366.3552 | -6818.755 | -138787.1981 | 42343.014 | -181130.2122 |
Total P&L (%) | 191.5476 | 198.3664 | -6.8188 | -138.7872 | 42.343 | -181.1302 |
Avg Daily Profit (%) | 0.1581 | 0.1638 | -0.0056 | 0 | 0.0292 | 0 |
Buy And Hold Return (%) | 33.308 | 33.308 | 33.308 | 33.308 | 33.308 | 33.308 |
Max Trade Drawdown | -161494 | -77138 | -178815 | -219261 | -22802 | -209355 |
Profit Factor | 1.3333 | 1.9046 | 0.9808 | 0.5529 | 1.7025 | 0.2758 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 33 | 37 | 32 | 19 | 13 |
Losing Trades | 29 | 16 | 13 | 67 | 30 | 37 |
Profitability (%) | 70.7071 | 67.3469 | 74 | 32.3232 | 38.7755 | 26 |
Ratio Avg Win / Avg Loss | 0.5524 | 0.9234 | 0.3446 | 1.1576 | 2.6882 | 0.785 |
Largest Winning Trade | 52623 | 52623 | 21476 | 62226 | 62226 | 18248 |
Largest Losing Trade | -117277 | -41460 | -117277 | -146417 | -6779 | -146417 |
Avg Bars in Trades | 71 | 83 | 58 | 71 | 83 | 58 |
Avg Bars in Winners | 44 | 53 | 36 | 116 | 132 | 94 |
Avg Bars in Losers | 135 | 145 | 122 | 49 | 52 | 46 |
Bars Traded | 7039 | 4094 | 2945 | 7039 | 4094 | 2945 |
Profit Streak | 121.5759 | 155.9092 | 121.5759 | 0 | 0 | 0 |
Trades During Streak | 12 | 8 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357501 | 406774 | -756266 | -585721 | -236366 | -786518 |
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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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