Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322836.9271 | 266246.3714 | 56590.5557 | -1710324.7005 | -1041288.1495 | -669036.5509 |
Total P&L (%) | 322.8369 | 266.2464 | 56.5906 | -1710.3247 | -1041.2882 | -669.0366 |
Avg Daily Profit (%) | 0.1897 | 0.1565 | 0.0333 | 0 | 0 | 0 |
Buy And Hold Return (%) | 51.5924 | 51.5924 | 51.5924 | 51.5924 | 51.5924 | 51.5924 |
Max Trade Drawdown | -160088 | -53427 | -160088 | -2135209 | -1311579 | -1160088 |
Profit Factor | 1.4472 | 1.9884 | 1.125 | 0.7316 | 0.6597 | 0.7979 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 129 | 61 | 68 | 76 | 41 | 35 |
Losing Trades | 68 | 38 | 30 | 121 | 58 | 63 |
Profitability (%) | 65.4822 | 61.6162 | 69.3878 | 38.5787 | 41.4141 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.7628 | 1.2387 | 0.4963 | 1.1647 | 0.9333 | 1.4363 |
Largest Winning Trade | 40473 | 40473 | 39538 | 542629 | 285164 | 542629 |
Largest Losing Trade | -160088 | -39414 | -160088 | -583569 | -284603 | -583569 |
Avg Bars in Trades | 33 | 27 | 40 | 33 | 27 | 40 |
Avg Bars in Winners | 23 | 20 | 26 | 48 | 39 | 59 |
Avg Bars in Losers | 52 | 38 | 69 | 24 | 18 | 29 |
Bars Traded | 6634 | 2709 | 3925 | 6634 | 2709 | 3925 |
Profit Streak | 0 | 0 | 62.2915 | 24.0415 | 34.7915 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338154 | 366587 | -365286 | -581976 | -583587 | -584959 |
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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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