Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341899.5122 | 388478.3756 | -46578.8634 | -174718.0709 | 549246.2116 | -723964.2825 |
Total P&L (%) | 341.8995 | 388.4784 | -46.5789 | -174.7181 | 549.2462 | -723.9643 |
Avg Daily Profit (%) | 0.1367 | 0.1553 | -0.0186 | 0 | 0.0748 | 0 |
Buy And Hold Return (%) | 16.092 | 16.092 | 16.092 | 16.092 | 16.092 | 16.092 |
Max Trade Drawdown | -147995 | -107419 | -235626 | -648608 | -166947 | -931620 |
Profit Factor | 1.2933 | 1.7665 | 0.9293 | 0.9177 | 1.8305 | 0.5046 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 102 | 51 | 51 | 117 | 66 | 51 |
Losing Trades | 113 | 57 | 56 | 98 | 42 | 56 |
Profitability (%) | 47.4419 | 47.2222 | 47.6636 | 54.4186 | 61.1111 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.4328 | 1.9743 | 1.0204 | 0.7687 | 1.1649 | 0.5541 |
Largest Winning Trade | 104972 | 104972 | 52165 | 202803 | 202803 | 108970 |
Largest Losing Trade | -121440 | -44033 | -121440 | -421316 | -103545 | -421316 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 39 | 40 | 37 | 32 | 35 | 27 |
Avg Bars in Losers | 28 | 30 | 26 | 34 | 33 | 35 |
Bars Traded | 7193 | 3791 | 3402 | 7193 | 3791 | 3402 |
Profit Streak | 32.6621 | 96.6621 | 0 | 0 | 0 | 99.9954 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9818 | 367221 | -580289 | -579079 | -89088 | -580997 |
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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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