Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365698.6447 | 408759.1116 | -43060.4668 | -120548.9128 | 150178.1135 | -270727.0263 |
Total P&L (%) | 365.6986 | 408.7591 | -43.0605 | -120.5489 | 150.1781 | -270.727 |
Avg Daily Profit (%) | 0.1909 | 0.2134 | -0.0225 | 0 | 0.0479 | 0 |
Buy And Hold Return (%) | 14.2791 | 14.2791 | 14.2791 | 14.2791 | 14.2791 | 14.2791 |
Max Trade Drawdown | -222997 | -129000 | -205363 | -414946 | -168321 | -413708 |
Profit Factor | 1.3196 | 1.7833 | 0.9308 | 0.902 | 1.2861 | 0.616 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 97 | 50 | 47 | 64 | 31 | 33 |
Losing Trades | 68 | 33 | 35 | 101 | 52 | 49 |
Profitability (%) | 58.7879 | 60.241 | 57.3171 | 38.7879 | 37.3494 | 40.2439 |
Ratio Avg Win / Avg Loss | 0.9251 | 1.177 | 0.6932 | 1.4235 | 2.1573 | 0.9146 |
Largest Winning Trade | 113616 | 113616 | 41334 | 106760 | 106760 | 53435 |
Largest Losing Trade | -123087 | -46727 | -123087 | -207651 | -69949 | -207651 |
Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
Avg Bars in Winners | 61 | 42 | 80 | 81 | 71 | 91 |
Avg Bars in Losers | 79 | 72 | 85 | 60 | 44 | 77 |
Bars Traded | 11330 | 4527 | 6803 | 11330 | 4527 | 6803 |
Profit Streak | 5.9985 | 7.3318 | 0 | 0 | 0 | 10.8318 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316141 | 430581 | -584287 | -582607 | -133097 | -588385 |
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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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