Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256088.435 | 195217.2752 | 60871.1599 | -111393.2571 | 16393.2889 | -127786.546 |
Total P&L (%) | 256.0884 | 195.2173 | 60.8712 | -111.3933 | 16.3933 | -127.7865 |
Avg Daily Profit (%) | 0.2458 | 0.1874 | 0.0584 | 0 | 0.0146 | 0 |
Buy And Hold Return (%) | 11.6742 | 11.6742 | 11.6742 | 11.6742 | 11.6742 | 11.6742 |
Max Trade Drawdown | -100894 | -64708 | -103180 | -157577 | -7364 | -153889 |
Profit Factor | 1.4653 | 1.8653 | 1.1874 | 0.4255 | 1.659 | 0.244 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 128 | 62 | 66 | 69 | 39 | 30 |
Losing Trades | 63 | 34 | 29 | 122 | 57 | 65 |
Profitability (%) | 67.0157 | 64.5833 | 69.4737 | 36.1257 | 40.625 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.7212 | 1.0229 | 0.5217 | 0.7523 | 2.4247 | 0.5286 |
Largest Winning Trade | 25261 | 25261 | 24351 | 13318 | 9854 | 13318 |
Largest Losing Trade | -100894 | -36231 | -100894 | -147491 | -5903 | -147491 |
Avg Bars in Trades | 129 | 128 | 130 | 129 | 128 | 130 |
Avg Bars in Winners | 94 | 93 | 95 | 178 | 175 | 181 |
Avg Bars in Losers | 200 | 191 | 209 | 102 | 96 | 107 |
Bars Traded | 24759 | 12338 | 12421 | 24759 | 12338 | 12421 |
Profit Streak | 15.9321 | 15.9321 | 42.1821 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438680 | 463784 | -128105 | -585173 | -214191 | -588242 |
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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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