Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118322.2222 | 209579.5698 | -91257.3477 | -4890.8349 | 53648.7287 | -58539.5636 |
Total P&L (%) | 118.3222 | 209.5796 | -91.2573 | -4.8908 | 53.6487 | -58.5396 |
Avg Daily Profit (%) | 0.0958 | 0.1698 | -0.0739 | -0.0041 | 0.0348 | -0.0713 |
Buy And Hold Return (%) | 41.1735 | 41.1735 | 41.1735 | 41.1735 | 41.1735 | 41.1735 |
Max Trade Drawdown | -169325 | -75981 | -182545 | -653499 | -377947 | -438313 |
Profit Factor | 1.1128 | 1.5606 | 0.8649 | 0.9985 | 1.0388 | 0.9681 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 244 | 116 | 128 | 208 | 98 | 110 |
Losing Trades | 107 | 59 | 48 | 143 | 77 | 66 |
Profitability (%) | 69.5157 | 66.2857 | 72.7273 | 59.2593 | 56 | 62.5 |
Ratio Avg Win / Avg Loss | 0.488 | 0.7937 | 0.3243 | 0.6865 | 0.8162 | 0.5808 |
Largest Winning Trade | 31783 | 31783 | 15865 | 447147 | 69195 | 447147 |
Largest Losing Trade | -168575 | -42980 | -168575 | -265972 | -116773 | -265972 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 7 | 6 | 8 | 9 | 8 | 9 |
Avg Bars in Losers | 26 | 24 | 29 | 19 | 18 | 21 |
Bars Traded | 4755 | 2230 | 2525 | 4755 | 2230 | 2525 |
Profit Streak | 16.2638 | 17.7638 | 16.2638 | 16.2638 | 17.7638 | 16.2638 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160200 | 371700 | -576118 | -575927 | -394576 | -577444 |
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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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