Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351404.6877 | 398974.8979 | -47570.2102 | -20977.3459 | 93137.6463 | -114114.9922 |
Total P&L (%) | 351.4047 | 398.9749 | -47.5702 | -20.9773 | 93.1376 | -114.115 |
Avg Daily Profit (%) | 0.6747 | 0.766 | -0.0913 | -0.0452 | 0.1265 | 0 |
Buy And Hold Return (%) | 101.6714 | 101.6714 | 101.6714 | 101.6714 | 101.6714 | 101.6714 |
Max Trade Drawdown | -113224 | -70010 | -63823 | -253751 | -152653 | -119968 |
Profit Factor | 1.6856 | 2.3429 | 0.7792 | 0.9705 | 1.2362 | 0.641 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 39.604 | 35.6436 | 43.5644 | 39.604 | 35.6436 | 43.5644 |
Ratio Avg Win / Avg Loss | 2.5706 | 4.2302 | 1.0094 | 1.4801 | 2.2321 | 0.8303 |
Largest Winning Trade | 514104 | 514104 | 24720 | 275166 | 275166 | 43951 |
Largest Losing Trade | -19045 | -12889 | -19045 | -31538 | -31538 | -29098 |
Avg Bars in Trades | 122 | 157 | 87 | 122 | 157 | 87 |
Avg Bars in Winners | 167 | 228 | 117 | 167 | 228 | 117 |
Avg Bars in Losers | 92 | 117 | 63 | 92 | 117 | 63 |
Bars Traded | 24730 | 15896 | 8834 | 24730 | 15896 | 8834 |
Profit Streak | 10.1179 | 16.5762 | 0 | 10.1179 | 16.5762 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333824 | 333467 | -582467 | -582004 | -194532 | -584134 |
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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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