Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331688.2291 | 439933.4824 | -108245.2533 | -70086.2881 | 675212.921 | -745299.2092 |
Total P&L (%) | 331.6882 | 439.9335 | -108.2453 | -70.0863 | 675.2129 | -745.2992 |
Avg Daily Profit (%) | 0.1788 | 0.2372 | -0.0584 | -0.0651 | 0.1105 | 0 |
Buy And Hold Return (%) | 95.5963 | 95.5963 | 95.5963 | 95.5963 | 95.5963 | 95.5963 |
Max Trade Drawdown | -136382 | -126040 | -159347 | -867949 | -553514 | -796926 |
Profit Factor | 1.3172 | 1.655 | 0.7106 | 0.9727 | 1.4794 | 0.3559 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Losing Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Profitability (%) | 53.7688 | 60.6061 | 47 | 53.7688 | 60.6061 | 47 |
Ratio Avg Win / Avg Loss | 1.1325 | 1.0757 | 0.8013 | 0.8363 | 0.9616 | 0.4013 |
Largest Winning Trade | 77654 | 77654 | 24384 | 169777 | 169777 | 48889 |
Largest Losing Trade | -80886 | -80886 | -26601 | -392360 | -392360 | -137793 |
Avg Bars in Trades | 54 | 100 | 8 | 54 | 100 | 8 |
Avg Bars in Winners | 40 | 65 | 8 | 40 | 65 | 8 |
Avg Bars in Losers | 70 | 154 | 9 | 70 | 154 | 9 |
Bars Traded | 10867 | 9983 | 884 | 10867 | 9983 | 884 |
Profit Streak | 20.9222 | 0 | 51.0889 | 20.9222 | 0 | 51.0889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252651 | 336954 | -581390 | -578695 | -44480 | -581390 |
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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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