Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337025.3332 | 371066.8062 | -34041.4731 | -104361.8499 | 256262.2808 | -360624.1307 |
Total P&L (%) | 337.0253 | 371.0668 | -34.0415 | -104.3619 | 256.2623 | -360.6241 |
Avg Daily Profit (%) | 0.1798 | 0.198 | -0.0182 | 0 | 0.0678 | 0 |
Buy And Hold Return (%) | 41.2623 | 41.2623 | 41.2623 | 41.2623 | 41.2623 | 41.2623 |
Max Trade Drawdown | -202775 | -147573 | -130782 | -383188 | -184544 | -397479 |
Profit Factor | 1.3163 | 1.8611 | 0.9463 | 0.9174 | 1.6545 | 0.5866 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 92 | 41 | 51 | 86 | 46 | 40 |
Losing Trades | 98 | 54 | 44 | 104 | 49 | 55 |
Profitability (%) | 48.4211 | 43.1579 | 53.6842 | 45.2632 | 48.4211 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.4022 | 2.4512 | 0.8165 | 1.1094 | 1.7624 | 0.8065 |
Largest Winning Trade | 209210 | 209210 | 41108 | 210848 | 210848 | 70409 |
Largest Losing Trade | -102459 | -33545 | -102459 | -105035 | -66350 | -105035 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 21 | 25 | 18 | 20 | 21 | 18 |
Avg Bars in Losers | 15 | 16 | 15 | 17 | 19 | 15 |
Bars Traded | 3546 | 1935 | 1611 | 3546 | 1935 | 1611 |
Profit Streak | 27.601 | 0 | 28.101 | 0 | 124.601 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317945 | 304291 | -579782 | -579680 | -98990 | -583871 |
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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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