Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728666.0521 | 901154.5052 | -172488.4531 | -106410.2751 | 42977.5284 | -149387.8035 |
Total P&L (%) | 728.6661 | 901.1545 | -172.4885 | -106.4103 | 42.9775 | -149.3878 |
Avg Daily Profit (%) | 0.4083 | 0.5049 | -0.0967 | 0 | 0.02 | 0 |
Buy And Hold Return (%) | 360.4845 | 360.4845 | 360.4845 | 360.4845 | 360.4845 | 360.4845 |
Max Trade Drawdown | -177221 | -166594 | -265660 | -147201 | -57319 | -120257 |
Profit Factor | 1.6099 | 2.6352 | 0.732 | 0.7406 | 1.2998 | 0.4401 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 41 | 45 | 109 | 60 | 49 |
Losing Trades | 110 | 57 | 53 | 87 | 38 | 49 |
Profitability (%) | 43.8776 | 41.8367 | 45.9184 | 55.6122 | 61.2245 | 50 |
Ratio Avg Win / Avg Loss | 2.0592 | 3.6636 | 0.8622 | 0.5911 | 0.8232 | 0.4401 |
Largest Winning Trade | 833103 | 833103 | 42943 | 25726 | 25726 | 18108 |
Largest Losing Trade | -109116 | -43920 | -109116 | -104357 | -38573 | -104357 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 145 | 147 | 142 | 82 | 76 | 90 |
Avg Bars in Losers | 78 | 70 | 87 | 139 | 144 | 135 |
Bars Traded | 21119 | 10081 | 11038 | 21119 | 10081 | 11038 |
Profit Streak | 0 | 0 | 26.5786 | 9.2453 | 65.2453 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 171506 | 311261 | -582116 | -578357 | -330798 | -581070 |
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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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