Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45639.3975 | 191514.3899 | -145874.9923 | -1036754.0227 | -275543.7736 | -761210.2491 |
Total P&L (%) | 45.6394 | 191.5144 | -145.875 | -1036.754 | -275.5438 | -761.2102 |
Avg Daily Profit (%) | 0.0365 | 0.1533 | -0.1168 | 0 | 0 | 0 |
Buy And Hold Return (%) | 13.071 | 13.071 | 13.071 | 13.071 | 13.071 | 13.071 |
Max Trade Drawdown | -357378 | -62001 | -337193 | -1095312 | -526821 | -890177 |
Profit Factor | 1.0561 | 1.8168 | 0.7478 | 0.7223 | 0.8252 | 0.6472 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 165 | 82 | 83 | 37 | 19 | 18 |
Losing Trades | 34 | 17 | 17 | 162 | 80 | 82 |
Profitability (%) | 82.9146 | 82.8283 | 83 | 18.593 | 19.1919 | 18 |
Ratio Avg Win / Avg Loss | 0.2176 | 0.3766 | 0.1532 | 3.1626 | 3.4744 | 2.9483 |
Largest Winning Trade | 17329 | 15666 | 17329 | 378652 | 378652 | 368108 |
Largest Losing Trade | -296078 | -39483 | -296078 | -403548 | -88029 | -403548 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 18 | 21 | 14 | 108 | 130 | 84 |
Avg Bars in Losers | 123 | 142 | 103 | 19 | 21 | 18 |
Bars Traded | 7207 | 4204 | 3003 | 7207 | 4204 | 3003 |
Profit Streak | 51.3041 | 94.3041 | 51.3041 | 0 | 0 | 0 |
Trades During Streak | 16 | 11 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299908 | 492915 | -574980 | -635011 | -633703 | -638954 |
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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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