Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370392.0725 | 431897.8779 | -61505.8054 | -183838.8282 | 345570.023 | -529408.8512 |
Total P&L (%) | 370.3921 | 431.8979 | -61.5058 | -183.8388 | 345.57 | -529.4089 |
Avg Daily Profit (%) | 0.1479 | 0.1724 | -0.0246 | 0 | 0.0597 | 0 |
Buy And Hold Return (%) | 11.1823 | 11.1823 | 11.1823 | 11.1823 | 11.1823 | 11.1823 |
Max Trade Drawdown | -146758 | -80823 | -206683 | -731427 | -228217 | -825147 |
Profit Factor | 1.3078 | 1.8244 | 0.9095 | 0.9299 | 1.3097 | 0.6485 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 95 | 47 | 48 | 116 | 64 | 52 |
Losing Trades | 106 | 54 | 52 | 85 | 37 | 48 |
Profitability (%) | 47.2637 | 46.5347 | 48 | 57.7114 | 63.3663 | 52 |
Ratio Avg Win / Avg Loss | 1.4593 | 2.0961 | 0.9852 | 0.6814 | 0.7572 | 0.5986 |
Largest Winning Trade | 119096 | 119096 | 66008 | 172819 | 172819 | 77949 |
Largest Losing Trade | -124599 | -37211 | -124599 | -394308 | -139434 | -394308 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 49 | 38 | 59 | 32 | 30 | 35 |
Avg Bars in Losers | 25 | 21 | 29 | 42 | 27 | 53 |
Bars Traded | 7369 | 2977 | 4392 | 7369 | 2977 | 4392 |
Profit Streak | 0 | 0 | 0 | 71.2996 | 71.2996 | 97.2996 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 160620 | 341704 | -581843 | -577758 | -112491 | -579847 |
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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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