Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431762.4047 | 465745.4398 | -33983.035 | -20769.6721 | 285951.5617 | -306721.2338 |
Total P&L (%) | 431.7624 | 465.7454 | -33.983 | -20.7697 | 285.9516 | -306.7212 |
Avg Daily Profit (%) | 0.1724 | 0.186 | -0.0136 | -0.0093 | 0.054 | 0 |
Buy And Hold Return (%) | 24.2017 | 24.2017 | 24.2017 | 24.2017 | 24.2017 | 24.2017 |
Max Trade Drawdown | -160508 | -98473 | -180063 | -589899 | -252702 | -594486 |
Profit Factor | 1.4506 | 2.1196 | 0.9373 | 0.9899 | 1.3219 | 0.7367 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 49.0566 | 43.3962 | 54.717 | 49.0566 | 43.3962 | 54.717 |
Ratio Avg Win / Avg Loss | 1.5064 | 2.7647 | 0.7757 | 1.028 | 1.7243 | 0.6097 |
Largest Winning Trade | 185171 | 185171 | 58091 | 283572 | 283572 | 190538 |
Largest Losing Trade | -43406 | -40800 | -43406 | -240368 | -148700 | -240368 |
Avg Bars in Trades | 44 | 30 | 59 | 44 | 30 | 59 |
Avg Bars in Winners | 56 | 33 | 75 | 56 | 33 | 75 |
Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
Bars Traded | 4740 | 1600 | 3140 | 4740 | 1600 | 3140 |
Profit Streak | 0 | 0 | 39.8373 | 0 | 0 | 39.8373 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338976 | -171091 | -759674 | -579196 | -302167 | -759674 |
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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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