Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334680.2725 | 426599.4724 | -91919.1999 | -101144.7077 | 39575.9742 | -140720.682 |
Total P&L (%) | 334.6803 | 426.5995 | -91.9192 | -101.1447 | 39.576 | -140.7207 |
Avg Daily Profit (%) | 0.184 | 0.2346 | -0.0505 | 0 | 0.0183 | 0 |
Buy And Hold Return (%) | 160.9028 | 160.9028 | 160.9028 | 160.9028 | 160.9028 | 160.9028 |
Max Trade Drawdown | -130836 | -78423 | -244489 | -101398 | -16686 | -130422 |
Profit Factor | 1.3102 | 2.0465 | 0.8631 | 0.467 | 2.3186 | 0.1191 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 104 | 52 | 52 | 81 | 41 | 40 |
Losing Trades | 88 | 44 | 44 | 111 | 55 | 56 |
Profitability (%) | 54.1667 | 54.1667 | 54.1667 | 42.1875 | 42.7083 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.1086 | 1.7317 | 0.7303 | 0.64 | 3.1104 | 0.1668 |
Largest Winning Trade | 136807 | 136807 | 64316 | 25251 | 25251 | 6758 |
Largest Losing Trade | -100831 | -39762 | -100831 | -47041 | -8681 | -47041 |
Avg Bars in Trades | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Winners | 64 | 64 | 64 | 47 | 58 | 36 |
Avg Bars in Losers | 44 | 47 | 41 | 60 | 55 | 66 |
Bars Traded | 10582 | 5422 | 5160 | 10582 | 5422 | 5160 |
Profit Streak | 27.3076 | 48.8076 | 0 | 0 | 0 | 38.6409 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 121014 | 361606 | -580535 | -582810 | -332854 | -583770 |
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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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