Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158476.1985 | 209021.1799 | -50544.9815 | 425255.6605 | 269474.9257 | 155780.7347 |
Total P&L (%) | 158.4762 | 209.0212 | -50.545 | 425.2557 | 269.4749 | 155.7807 |
Avg Daily Profit (%) | 0.1271 | 0.1677 | -0.0406 | 0.1332 | 0.1049 | 0.0754 |
Buy And Hold Return (%) | 23.7327 | 23.7327 | 23.7327 | 23.7327 | 23.7327 | 23.7327 |
Max Trade Drawdown | -217136 | -50649 | -234771 | -376828 | -186092 | -322575 |
Profit Factor | 1.2396 | 2.0208 | 0.8893 | 1.3987 | 1.6245 | 1.2453 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 198 | 98 | 100 | 176 | 88 | 88 |
Losing Trades | 22 | 12 | 10 | 44 | 22 | 22 |
Profitability (%) | 90 | 89.0909 | 90.9091 | 80 | 80 | 80 |
Ratio Avg Win / Avg Loss | 0.1377 | 0.2474 | 0.0889 | 0.3497 | 0.4061 | 0.3113 |
Largest Winning Trade | 15892 | 15892 | 13699 | 225747 | 62527 | 225747 |
Largest Losing Trade | -181220 | -50649 | -181220 | -210754 | -186092 | -210754 |
Avg Bars in Trades | 64 | 74 | 55 | 64 | 74 | 55 |
Avg Bars in Winners | 29 | 32 | 25 | 41 | 46 | 35 |
Avg Bars in Losers | 383 | 411 | 348 | 158 | 183 | 134 |
Bars Traded | 14237 | 8159 | 6078 | 14237 | 8159 | 6078 |
Profit Streak | 38.5777 | 89.0777 | 38.5777 | 38.5777 | 89.0777 | 38.5777 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17456 | 530299 | -574275 | -9490 | -47200 | -89077 |
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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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