Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572824.4331 | 602037.1201 | -29212.687 | -251374.1157 | 473057.7772 | -724431.8929 |
Total P&L (%) | 572.8244 | 602.0371 | -29.2127 | -251.3741 | 473.0578 | -724.4319 |
Avg Daily Profit (%) | 0.2292 | 0.2409 | -0.0117 | 0 | 0.0699 | 0 |
Buy And Hold Return (%) | 203.8809 | 203.8809 | 203.8809 | 203.8809 | 203.8809 | 203.8809 |
Max Trade Drawdown | -231850 | -79116 | -220020 | -814723 | -107731 | -838481 |
Profit Factor | 1.7796 | 2.9056 | 0.9302 | 0.8212 | 2.4212 | 0.3247 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 23 | 26 | 55 | 31 | 24 |
Losing Trades | 56 | 29 | 27 | 50 | 21 | 29 |
Profitability (%) | 46.6667 | 44.2308 | 49.0566 | 52.381 | 59.6154 | 45.283 |
Ratio Avg Win / Avg Loss | 2.0339 | 3.6635 | 0.966 | 0.7465 | 1.6402 | 0.3924 |
Largest Winning Trade | 386786 | 386786 | 43490 | 323450 | 323450 | 72959 |
Largest Losing Trade | -115026 | -26197 | -115026 | -763028 | -70771 | -763028 |
Avg Bars in Trades | 138 | 146 | 130 | 138 | 146 | 130 |
Avg Bars in Winners | 183 | 185 | 181 | 121 | 128 | 111 |
Avg Bars in Losers | 98 | 115 | 80 | 156 | 172 | 145 |
Bars Traded | 14505 | 7608 | 6896 | 14505 | 7608 | 6896 |
Profit Streak | 160.1104 | 172.277 | 160.1104 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314901 | -170548 | -760234 | -580190 | -278582 | -762667 |
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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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