Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268558.6927 | 261771.5515 | 6787.1412 | -1151099.1854 | -524640.0906 | -626459.0948 |
Total P&L (%) | 268.5587 | 261.7716 | 6.7871 | -1151.0992 | -524.6401 | -626.4591 |
Avg Daily Profit (%) | 0.2149 | 0.2095 | 0.0054 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10.3954 | 10.3954 | 10.3954 | 10.3954 | 10.3954 | 10.3954 |
Max Trade Drawdown | -77180 | -54465 | -80929 | -1025757 | -539711 | -516407 |
Profit Factor | 1.4877 | 2.6083 | 1.0175 | 0.4143 | 0.4481 | 0.3825 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 90 | 44 | 46 | 22 | 12 | 10 |
Losing Trades | 23 | 12 | 11 | 91 | 44 | 47 |
Profitability (%) | 79.646 | 78.5714 | 80.7018 | 19.469 | 21.4286 | 17.5439 |
Ratio Avg Win / Avg Loss | 0.3802 | 0.7114 | 0.2433 | 1.7135 | 1.643 | 1.798 |
Largest Winning Trade | 30195 | 30195 | 21900 | 312361 | 312361 | 96092 |
Largest Losing Trade | -175116 | -54465 | -175116 | -175116 | -116798 | -175116 |
Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Winners | 17 | 19 | 14 | 86 | 99 | 71 |
Avg Bars in Losers | 88 | 99 | 76 | 18 | 19 | 17 |
Bars Traded | 3566 | 2039 | 1527 | 3566 | 2039 | 1527 |
Profit Streak | 41.228 | 168.8947 | 41.228 | 0 | 0 | 0 |
Trades During Streak | 8 | 10 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480941 | -164900 | -728603 | -631892 | -803888 | -820732 |
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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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