Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278647.0759 | 291390.7584 | -12743.6825 | -596088.7047 | 37706.1297 | -633794.8344 |
Total P&L (%) | 278.6471 | 291.3908 | -12.7437 | -596.0887 | 37.7061 | -633.7948 |
Avg Daily Profit (%) | 0.1476 | 0.1544 | -0.0068 | 0 | 0.017 | 0 |
Buy And Hold Return (%) | 18.4615 | 18.4615 | 18.4615 | 18.4615 | 18.4615 | 18.4615 |
Max Trade Drawdown | -301030 | -102006 | -299786 | -728303 | -241910 | -715927 |
Profit Factor | 1.2189 | 1.5517 | 0.9829 | 0.7217 | 1.0466 | 0.5242 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 107 | 53 | 54 | 93 | 51 | 42 |
Losing Trades | 91 | 46 | 45 | 105 | 48 | 57 |
Profitability (%) | 54.0404 | 53.5354 | 54.5455 | 46.9697 | 51.5152 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.0366 | 1.3468 | 0.8191 | 0.8148 | 0.985 | 0.7114 |
Largest Winning Trade | 52908 | 52908 | 34203 | 92502 | 92502 | 86254 |
Largest Losing Trade | -198540 | -33668 | -198540 | -317156 | -118300 | -317156 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3687 | 1813 | 1873 | 3687 | 1813 | 1873 |
Profit Streak | 31.5673 | 31.5673 | 78.5673 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248924 | 354219 | -578784 | -580642 | -347586 | -583736 |
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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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