Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346119.6542 | 334014.04 | 12105.6142 | -195636.2027 | -18924.5365 | -176711.6662 |
Total P&L (%) | 346.1197 | 334.014 | 12.1056 | -195.6362 | -18.9245 | -176.7117 |
Avg Daily Profit (%) | 0.187 | 0.1805 | 0.0065 | 0 | -0.0113 | 0 |
Buy And Hold Return (%) | 127.5744 | 127.5744 | 127.5744 | 127.5744 | 127.5744 | 127.5744 |
Max Trade Drawdown | -152857 | -63065 | -184329 | -263872 | -109171 | -257155 |
Profit Factor | 1.361 | 1.8641 | 1.0212 | 0.7774 | 0.9478 | 0.6579 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 170 | 82 | 88 | 56 | 34 | 22 |
Losing Trades | 51 | 28 | 23 | 165 | 76 | 89 |
Profitability (%) | 76.9231 | 74.5455 | 79.2793 | 25.3394 | 30.9091 | 19.8198 |
Ratio Avg Win / Avg Loss | 0.4083 | 0.6365 | 0.2669 | 2.2906 | 2.1186 | 2.6614 |
Largest Winning Trade | 59347 | 59347 | 29541 | 65369 | 44422 | 65369 |
Largest Losing Trade | -113387 | -46636 | -113387 | -87804 | -41189 | -87804 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 9 | 8 | 9 | 34 | 33 | 35 |
Avg Bars in Losers | 39 | 40 | 39 | 9 | 8 | 11 |
Bars Traded | 3589 | 1809 | 1780 | 3589 | 1809 | 1780 |
Profit Streak | 9.9059 | 0 | 78.4059 | 0 | 49.9059 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306803 | 296627 | -543276 | -604884 | -584843 | -630627 |
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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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