Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253114.8609 | 200490.9591 | 52623.9017 | -170866.4454 | -44869.3053 | -125997.1401 |
Total P&L (%) | 253.1149 | 200.491 | 52.6239 | -170.8664 | -44.8693 | -125.9971 |
Avg Daily Profit (%) | 0.243 | 0.1925 | 0.0505 | 0 | -0.0571 | 0 |
Buy And Hold Return (%) | 14.1691 | 14.1691 | 14.1691 | 14.1691 | 14.1691 | 14.1691 |
Max Trade Drawdown | -108348 | -56950 | -110628 | -196216 | -45331 | -166328 |
Profit Factor | 1.5366 | 2.1391 | 1.178 | 0.5681 | 0.6764 | 0.5096 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 35 | 38 | 26 | 15 | 11 |
Losing Trades | 25 | 14 | 11 | 72 | 34 | 38 |
Profitability (%) | 74.4898 | 71.4286 | 77.551 | 26.5306 | 30.6122 | 22.449 |
Ratio Avg Win / Avg Loss | 0.5262 | 0.8556 | 0.341 | 1.5731 | 1.5332 | 1.7605 |
Largest Winning Trade | 29499 | 28026 | 29499 | 55375 | 23204 | 55375 |
Largest Losing Trade | -108348 | -39561 | -108348 | -121028 | -13549 | -121028 |
Avg Bars in Trades | 250 | 257 | 243 | 250 | 257 | 243 |
Avg Bars in Winners | 175 | 172 | 179 | 431 | 453 | 401 |
Avg Bars in Losers | 468 | 470 | 466 | 185 | 170 | 198 |
Bars Traded | 24539 | 12600 | 11939 | 24539 | 12600 | 11939 |
Profit Streak | 25.6876 | 25.6876 | 47.6042 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453088 | 441501 | -149700 | -600807 | -585443 | -619239 |
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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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