Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203197.5667 | 415459.3701 | -212261.8034 | -90591.0517 | -131822.7172 | 41231.6655 |
Total P&L (%) | 203.1976 | 415.4594 | -212.2618 | -90.5911 | -131.8227 | 41.2317 |
Avg Daily Profit (%) | 0.0975 | 0.1994 | -0.1019 | -0.1134 | 0 | 0.0166 |
Buy And Hold Return (%) | 140.0621 | 140.0621 | 140.0621 | 140.0621 | 140.0621 | 140.0621 |
Max Trade Drawdown | -218325 | -101267 | -385496 | -1305162 | -981259 | -784289 |
Profit Factor | 1.1101 | 1.6073 | 0.8174 | 0.9813 | 0.9457 | 1.0171 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 192 | 94 | 98 | 190 | 92 | 98 |
Losing Trades | 135 | 70 | 65 | 137 | 72 | 65 |
Profitability (%) | 58.7156 | 57.3171 | 60.1227 | 58.104 | 56.0976 | 60.1227 |
Ratio Avg Win / Avg Loss | 0.7805 | 1.1969 | 0.5421 | 0.7076 | 0.7401 | 0.6746 |
Largest Winning Trade | 60480 | 60480 | 43766 | 204810 | 160535 | 204810 |
Largest Losing Trade | -174115 | -47680 | -174115 | -418175 | -418175 | -406552 |
Avg Bars in Trades | 76 | 78 | 73 | 76 | 78 | 73 |
Avg Bars in Winners | 55 | 57 | 53 | 58 | 58 | 57 |
Avg Bars in Losers | 105 | 106 | 103 | 100 | 104 | 97 |
Bars Traded | 24853 | 12867 | 11985 | 24853 | 12867 | 11985 |
Profit Streak | 40.212 | 40.212 | 42.7954 | 40.212 | 40.212 | 42.7954 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -185083 | 311252 | -578180 | -576509 | -578696 | -537293 |
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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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