Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186555.8774 | 257305.9293 | -70750.0519 | -58914.7697 | 89731.8248 | -148646.5945 |
Total P&L (%) | 186.5559 | 257.3059 | -70.7501 | -58.9148 | 89.7318 | -148.6466 |
Avg Daily Profit (%) | 0.1489 | 0.2054 | -0.0565 | -0.071 | 0.0511 | 0 |
Buy And Hold Return (%) | 55.9252 | 55.9252 | 55.9252 | 55.9252 | 55.9252 | 55.9252 |
Max Trade Drawdown | -166322 | -81083 | -114872 | -640150 | -370985 | -312917 |
Profit Factor | 1.1957 | 1.5246 | 0.8472 | 0.9808 | 1.0538 | 0.8942 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 54.2105 | 55.7895 | 52.6316 | 54.2105 | 55.7895 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.0099 | 1.2081 | 0.7625 | 0.8285 | 0.8351 | 0.8048 |
Largest Winning Trade | 180377 | 180377 | 23071 | 171401 | 171401 | 100577 |
Largest Losing Trade | -67306 | -34874 | -67306 | -164981 | -164981 | -134153 |
Avg Bars in Trades | 12 | 14 | 10 | 12 | 14 | 10 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 2388 | 1361 | 1027 | 2388 | 1361 | 1027 |
Profit Streak | 0 | 42.2132 | 0 | 0 | 42.2132 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -511 | 329417 | -580459 | -578959 | -295410 | -580459 |
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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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