Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433500.4159 | 547063.5616 | -113563.1457 | -147736.9601 | -6583.6745 | -141153.2856 |
Total P&L (%) | 433.5004 | 547.0636 | -113.5631 | -147.737 | -6.5837 | -141.1533 |
Avg Daily Profit (%) | 0.2081 | 0.2626 | -0.0545 | 0 | -0.0033 | 0 |
Buy And Hold Return (%) | 75.5789 | 75.5789 | 75.5789 | 75.5789 | 75.5789 | 75.5789 |
Max Trade Drawdown | -232121 | -78084 | -396611 | -278486 | -64250 | -235470 |
Profit Factor | 1.2908 | 1.892 | 0.8706 | 0.7525 | 0.9726 | 0.6039 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 106 | 52 | 54 | 103 | 54 | 49 |
Losing Trades | 116 | 59 | 57 | 119 | 57 | 62 |
Profitability (%) | 47.7477 | 46.8468 | 48.6486 | 46.3964 | 48.6486 | 44.1441 |
Ratio Avg Win / Avg Loss | 1.4126 | 2.1467 | 0.9189 | 0.8694 | 1.0267 | 0.7641 |
Largest Winning Trade | 181988 | 181988 | 54284 | 54284 | 22007 | 54284 |
Largest Losing Trade | -138514 | -42829 | -138514 | -74989 | -22549 | -74989 |
Avg Bars in Trades | 111 | 88 | 134 | 111 | 88 | 134 |
Avg Bars in Winners | 133 | 91 | 173 | 103 | 92 | 115 |
Avg Bars in Losers | 91 | 84 | 97 | 118 | 83 | 149 |
Bars Traded | 24693 | 9787 | 14906 | 24693 | 9787 | 14906 |
Profit Streak | 5.5059 | 17.7559 | 0 | 0 | 0 | 17.5892 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283226 | 422861 | -581562 | -581017 | -579895 | -582747 |
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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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