Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274073.8234 | 217207.6455 | 56866.1779 | -534444.5417 | -202586.7686 | -331857.773 |
Total P&L (%) | 274.0738 | 217.2076 | 56.8662 | -534.4445 | -202.5868 | -331.8578 |
Avg Daily Profit (%) | 0.152 | 0.1204 | 0.0315 | 0 | 0 | 0 |
Buy And Hold Return (%) | 33.0568 | 33.0568 | 33.0568 | 33.0568 | 33.0568 | 33.0568 |
Max Trade Drawdown | -124057 | -27655 | -141948 | -589340 | -232591 | -370151 |
Profit Factor | 2.2999 | 4.8344 | 1.3688 | 0.2227 | 0.2925 | 0.1729 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 97 | 49 | 48 | 25 | 13 | 12 |
Losing Trades | 13 | 6 | 7 | 85 | 42 | 43 |
Profitability (%) | 88.1818 | 89.0909 | 87.2727 | 22.7273 | 23.6364 | 21.8182 |
Ratio Avg Win / Avg Loss | 0.3082 | 0.592 | 0.1996 | 0.7571 | 0.945 | 0.6194 |
Largest Winning Trade | 55483 | 55483 | 19168 | 18272 | 14405 | 18272 |
Largest Losing Trade | -113648 | -27655 | -113648 | -174956 | -40463 | -174956 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 16 | 17 | 16 | 48 | 35 | 62 |
Avg Bars in Losers | 129 | 104 | 151 | 24 | 24 | 25 |
Bars Traded | 3329 | 1475 | 1854 | 3329 | 1475 | 1854 |
Profit Streak | 606.883 | 0 | 638.883 | 0 | 610.383 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527381 | -202618 | -334791 | -620317 | -796075 | -804949 |
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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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