Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330568.258 | 431560.3235 | -100992.0655 | -81281.7363 | 2150338.1922 | -2231619.9285 |
Total P&L (%) | 330.5683 | 431.5603 | -100.9921 | -81.2817 | 2150.3382 | -2231.6199 |
Avg Daily Profit (%) | 0.1587 | 0.2072 | -0.0485 | -0.0804 | 0.1496 | 0 |
Buy And Hold Return (%) | 116.0714 | 116.0714 | 116.0714 | 116.0714 | 116.0714 | 116.0714 |
Max Trade Drawdown | -284712 | -196621 | -180619 | -3691380 | -1764891 | -2549663 |
Profit Factor | 1.2624 | 1.5016 | 0.7472 | 0.9883 | 1.5719 | 0.301 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 49.7537 | 48.5149 | 50.9804 | 49.7537 | 48.5149 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.2749 | 1.5935 | 0.7184 | 0.9981 | 1.6682 | 0.2895 |
Largest Winning Trade | 179126 | 179126 | 18665 | 1590852 | 1590852 | 190198 |
Largest Losing Trade | -66514 | -66514 | -55047 | -2041832 | -663975 | -2041832 |
Avg Bars in Trades | 120 | 218 | 23 | 120 | 218 | 23 |
Avg Bars in Winners | 93 | 167 | 24 | 93 | 167 | 24 |
Avg Bars in Losers | 147 | 266 | 23 | 147 | 266 | 23 |
Bars Traded | 24499 | 22085 | 2414 | 24499 | 22085 | 2414 |
Profit Streak | 15.278 | 0 | 44.3614 | 15.278 | 0 | 44.3614 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195367 | 243870 | -580101 | -579227 | 327047 | -580101 |
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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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