Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212961.8315 | 229517.4451 | -16555.6136 | -121809.129 | 43387.0982 | -165196.2272 |
Total P&L (%) | 212.9618 | 229.5174 | -16.5556 | -121.8091 | 43.3871 | -165.1962 |
Avg Daily Profit (%) | 0.1744 | 0.188 | -0.0136 | 0 | 0.0295 | 0 |
Buy And Hold Return (%) | 29.4867 | 29.4867 | 29.4867 | 29.4867 | 29.4867 | 29.4867 |
Max Trade Drawdown | -194695 | -102896 | -192416 | -208419 | -83949 | -176384 |
Profit Factor | 1.2066 | 1.5055 | 0.9713 | 0.7358 | 1.2323 | 0.3977 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 115 | 60 | 55 | 100 | 50 | 50 |
Losing Trades | 111 | 53 | 58 | 126 | 63 | 63 |
Profitability (%) | 50.885 | 53.0973 | 48.6726 | 44.2478 | 44.2478 | 44.2478 |
Ratio Avg Win / Avg Loss | 1.1646 | 1.3299 | 1.0243 | 0.9271 | 1.5527 | 0.5011 |
Largest Winning Trade | 84246 | 84246 | 26632 | 84184 | 84184 | 17918 |
Largest Losing Trade | -105824 | -31271 | -105824 | -76761 | -47600 | -76761 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 16 | 14 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 16 | 16 |
Bars Traded | 3588 | 1824 | 1764 | 3588 | 1824 | 1764 |
Profit Streak | 16.521 | 91.521 | 16.521 | 0 | 0 | 0 |
Trades During Streak | 3 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358976 | 390793 | -579029 | -581554 | -173995 | -582990 |
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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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