Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212974.1838 | 245479.3375 | -32505.1537 | 54692.1903 | 663004.3934 | -608312.2031 |
Total P&L (%) | 212.9742 | 245.4793 | -32.5052 | 54.6922 | 663.0044 | -608.3122 |
Avg Daily Profit (%) | 0.2396 | 0.2761 | -0.0366 | 0.0491 | 0.2288 | 0 |
Buy And Hold Return (%) | 271.4808 | 271.4808 | 271.4808 | 271.4808 | 271.4808 | 271.4808 |
Max Trade Drawdown | -169180 | -50996 | -163869 | -929696 | -194488 | -1070744 |
Profit Factor | 1.3007 | 1.8667 | 0.9235 | 1.0221 | 1.8232 | 0.6351 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 52.2843 | 50.5051 | 54.0816 | 52.2843 | 50.5051 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.1871 | 1.8294 | 0.7841 | 0.9328 | 1.7867 | 0.5393 |
Largest Winning Trade | 78682 | 78682 | 25077 | 450603 | 450603 | 126014 |
Largest Losing Trade | -62981 | -27352 | -62981 | -611262 | -76078 | -611262 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3421 | 1774 | 1648 | 3421 | 1774 | 1648 |
Profit Streak | 2.7932 | 7.7932 | 0 | 2.7932 | 7.7932 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157467 | -153233 | -580263 | -490735 | 307140 | -580263 |
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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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