Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129478.9442 | 160111.5496 | -30632.6054 | -9798.0968 | 175707.6794 | -185505.7763 |
Total P&L (%) | 129.4789 | 160.1116 | -30.6326 | -9.7981 | 175.7077 | -185.5058 |
Avg Daily Profit (%) | 0.1243 | 0.1537 | -0.0294 | -0.0099 | 0.0974 | 0 |
Buy And Hold Return (%) | 13.7387 | 13.7387 | 13.7387 | 13.7387 | 13.7387 | 13.7387 |
Max Trade Drawdown | -163396 | -87454 | -114012 | -421866 | -197538 | -304404 |
Profit Factor | 1.1969 | 1.4723 | 0.9038 | 0.9928 | 1.2549 | 0.7211 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 60.199 | 59 | 61.3861 | 60.199 | 59 | 61.3861 |
Ratio Avg Win / Avg Loss | 0.7914 | 1.0231 | 0.5685 | 0.6564 | 0.8721 | 0.4536 |
Largest Winning Trade | 87918 | 87918 | 19724 | 152953 | 152953 | 52352 |
Largest Losing Trade | -50714 | -32548 | -50714 | -134798 | -134798 | -112641 |
Avg Bars in Trades | 120 | 187 | 53 | 120 | 187 | 53 |
Avg Bars in Winners | 85 | 125 | 46 | 85 | 125 | 46 |
Avg Bars in Losers | 173 | 276 | 65 | 173 | 276 | 65 |
Bars Traded | 24150 | 18755 | 5395 | 24150 | 18755 | 5395 |
Profit Streak | 8.8474 | 0 | 27.0557 | 8.8474 | 0 | 27.0557 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29611 | 332676 | -579045 | -577734 | -63908 | -579045 |
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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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