Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174320.5945 | 288769.2715 | -114448.6771 | -100857.9578 | 24548.2753 | -125406.2331 |
Total P&L (%) | 174.3206 | 288.7693 | -114.4487 | -100.858 | 24.5483 | -125.4062 |
Avg Daily Profit (%) | 0.091 | 0.1507 | -0.0597 | 0 | 0.0115 | 0 |
Buy And Hold Return (%) | 14.474 | 14.474 | 14.474 | 14.474 | 14.474 | 14.474 |
Max Trade Drawdown | -223304 | -106792 | -281547 | -187858 | -28495 | -193172 |
Profit Factor | 1.1237 | 1.5209 | 0.8661 | 0.7277 | 1.2134 | 0.509 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 136 | 66 | 70 | 95 | 46 | 49 |
Losing Trades | 90 | 47 | 43 | 131 | 67 | 64 |
Profitability (%) | 60.177 | 58.4071 | 61.9469 | 42.0354 | 40.708 | 43.3628 |
Ratio Avg Win / Avg Loss | 0.7436 | 1.0831 | 0.532 | 1.0035 | 1.7673 | 0.6648 |
Largest Winning Trade | 102643 | 102643 | 51509 | 34316 | 34316 | 22723 |
Largest Losing Trade | -119472 | -41160 | -119472 | -96635 | -17153 | -96635 |
Avg Bars in Trades | 49 | 41 | 58 | 49 | 41 | 58 |
Avg Bars in Winners | 41 | 34 | 48 | 60 | 52 | 67 |
Avg Bars in Losers | 62 | 51 | 75 | 42 | 33 | 52 |
Bars Traded | 11282 | 4652 | 6630 | 11282 | 4652 | 6630 |
Profit Streak | 13.1809 | 38.6809 | 0 | 0 | 0 | 31.6809 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154456 | 376502 | -579482 | -581025 | -189643 | -583072 |
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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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