Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369544.7328 | 279671.9828 | 89872.75 | -384466.993 | -136869.5419 | -247597.4511 |
Total P&L (%) | 369.5447 | 279.672 | 89.8728 | -384.467 | -136.8695 | -247.5975 |
Avg Daily Profit (%) | 0.3036 | 0.2297 | 0.0738 | 0 | 0 | 0 |
Buy And Hold Return (%) | 37.205 | 37.205 | 37.205 | 37.205 | 37.205 | 37.205 |
Max Trade Drawdown | -116512 | -64046 | -128624 | -445757 | -228436 | -269102 |
Profit Factor | 1.4174 | 1.8536 | 1.1611 | 0.6705 | 0.7396 | 0.6139 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 134 | 67 | 67 | 93 | 49 | 44 |
Losing Trades | 86 | 43 | 43 | 127 | 61 | 66 |
Profitability (%) | 60.9091 | 60.9091 | 60.9091 | 42.2727 | 44.5455 | 40 |
Ratio Avg Win / Avg Loss | 0.9097 | 1.1896 | 0.7452 | 0.9156 | 0.9208 | 0.9208 |
Largest Winning Trade | 48153 | 48153 | 29454 | 89155 | 40693 | 89155 |
Largest Losing Trade | -115065 | -23704 | -115065 | -109541 | -109541 | -68247 |
Avg Bars in Trades | 15 | 12 | 19 | 15 | 12 | 19 |
Avg Bars in Winners | 13 | 11 | 15 | 17 | 14 | 21 |
Avg Bars in Losers | 20 | 14 | 25 | 14 | 11 | 17 |
Bars Traded | 3507 | 1397 | 2110 | 3507 | 1397 | 2110 |
Profit Streak | 5.7183 | 5.7183 | 12.7183 | 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 | 419672 | 446928 | -140929 | -582353 | -582882 | -584650 |
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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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