Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243609.0962 | 268396.2572 | -24787.161 | -18570.0541 | 14346.8034 | -32916.8575 |
Total P&L (%) | 243.6091 | 268.3963 | -24.7872 | -18.5701 | 14.3468 | -32.9169 |
Avg Daily Profit (%) | 0.1987 | 0.219 | -0.0202 | -0.0168 | 0.0109 | -0.0326 |
Buy And Hold Return (%) | 29.0391 | 29.0391 | 29.0391 | 29.0391 | 29.0391 | 29.0391 |
Max Trade Drawdown | -181244 | -133091 | -75482 | -540429 | -413012 | -281400 |
Profit Factor | 1.3246 | 1.5837 | 0.9147 | 0.9913 | 1.0109 | 0.9599 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 43.299 | 41.2371 | 45.3608 | 43.299 | 41.2371 | 45.3608 |
Ratio Avg Win / Avg Loss | 1.7345 | 2.2567 | 1.1019 | 1.2981 | 1.4406 | 1.1562 |
Largest Winning Trade | 206721 | 206721 | 26866 | 279358 | 279358 | 119056 |
Largest Losing Trade | -28771 | -28771 | -25883 | -127176 | -127176 | -94730 |
Avg Bars in Trades | 74 | 115 | 32 | 74 | 115 | 32 |
Avg Bars in Winners | 105 | 175 | 40 | 105 | 175 | 40 |
Avg Bars in Losers | 50 | 73 | 25 | 50 | 73 | 25 |
Bars Traded | 14389 | 11241 | 3148 | 14389 | 11241 | 3148 |
Profit Streak | 41.32 | 41.32 | 48.2367 | 41.32 | 41.32 | 48.2367 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316441 | 272094 | -580221 | -579276 | -555647 | -580221 |
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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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