Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207696.4533 | 191076.7669 | 16619.6863 | -131760.5724 | -34464.0255 | -97296.5469 |
Total P&L (%) | 207.6965 | 191.0768 | 16.6197 | -131.7606 | -34.464 | -97.2965 |
Avg Daily Profit (%) | 0.1994 | 0.1834 | 0.016 | 0 | -0.0406 | -0.346 |
Buy And Hold Return (%) | 17.2639 | 17.2639 | 17.2639 | 17.2639 | 17.2639 | 17.2639 |
Max Trade Drawdown | -111003 | -70305 | -124923 | -200759 | -55292 | -165785 |
Profit Factor | 1.326 | 1.7702 | 1.0427 | 0.7024 | 0.7944 | 0.6464 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 100 | 45 | 55 | 55 | 31 | 24 |
Losing Trades | 56 | 33 | 23 | 101 | 47 | 54 |
Profitability (%) | 64.1026 | 57.6923 | 70.5128 | 35.2564 | 39.7436 | 30.7692 |
Ratio Avg Win / Avg Loss | 0.7426 | 1.2982 | 0.436 | 1.2899 | 1.2044 | 1.4544 |
Largest Winning Trade | 36226 | 36226 | 35137 | 66338 | 21978 | 66338 |
Largest Losing Trade | -110908 | -38247 | -110908 | -129527 | -19908 | -129527 |
Avg Bars in Trades | 157 | 159 | 155 | 157 | 159 | 155 |
Avg Bars in Winners | 119 | 122 | 116 | 213 | 214 | 212 |
Avg Bars in Losers | 225 | 208 | 249 | 126 | 122 | 130 |
Bars Traded | 24531 | 12405 | 12126 | 24531 | 12405 | 12126 |
Profit Streak | 0 | 0 | 0 | 25.6267 | 25.6267 | 36.0434 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318148 | -23458 | -544031 | -583006 | -617015 | -620504 |
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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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