Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68200.1918 | 153508.5664 | -85308.3746 | -101287.8259 | 416415.7684 | -517703.5943 |
Total P&L (%) | 68.2002 | 153.5086 | -85.3084 | -101.2878 | 416.4158 | -517.7036 |
Avg Daily Profit (%) | 0.0775 | 0.1745 | -0.097 | 0 | 0.1868 | 0 |
Buy And Hold Return (%) | 192.6409 | 192.6409 | 192.6409 | 192.6409 | 192.6409 | 192.6409 |
Max Trade Drawdown | -182693 | -49224 | -204158 | -793708 | -87078 | -792398 |
Profit Factor | 1.1279 | 1.7956 | 0.7494 | 0.9097 | 3.3861 | 0.4537 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 21 | 27 | 54 | 25 | 29 |
Losing Trades | 41 | 23 | 18 | 35 | 19 | 16 |
Profitability (%) | 53.9326 | 47.7273 | 60 | 60.6742 | 56.8182 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.9634 | 1.9666 | 0.4996 | 0.5896 | 2.5734 | 0.2503 |
Largest Winning Trade | 38307 | 38307 | 21697 | 107082 | 105942 | 107082 |
Largest Losing Trade | -100808 | -36849 | -100808 | -792002 | -37369 | -792002 |
Avg Bars in Trades | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Winners | 96 | 100 | 94 | 106 | 112 | 101 |
Avg Bars in Losers | 136 | 134 | 140 | 128 | 124 | 133 |
Bars Traded | 10266 | 5194 | 5072 | 10266 | 5194 | 5072 |
Profit Streak | 22.567 | 0 | 68.067 | 0 | 139.6503 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -335434 | -155794 | -578446 | -579156 | 377904 | -578839 |
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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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