Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273196.8815 | 216518.0893 | 56678.7922 | 138721.6975 | 186457.8143 | -47736.1168 |
Total P&L (%) | 273.1969 | 216.5181 | 56.6788 | 138.7217 | 186.4578 | -47.7361 |
Avg Daily Profit (%) | 0.2623 | 0.2079 | 0.0544 | 0.0836 | 0.1011 | -0.0623 |
Buy And Hold Return (%) | 10.2074 | 10.2074 | 10.2074 | 10.2074 | 10.2074 | 10.2074 |
Max Trade Drawdown | -120861 | -88449 | -71195 | -392805 | -239379 | -242282 |
Profit Factor | 1.4048 | 1.6849 | 1.158 | 1.0805 | 1.2297 | 0.9476 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 63.3166 | 59 | 67.6768 | 63.3166 | 59 | 67.6768 |
Ratio Avg Win / Avg Loss | 0.8139 | 1.1709 | 0.5531 | 0.626 | 0.8545 | 0.4526 |
Largest Winning Trade | 41876 | 41876 | 29718 | 83534 | 81300 | 83534 |
Largest Losing Trade | -65956 | -46527 | -65956 | -166852 | -166852 | -156139 |
Avg Bars in Trades | 124 | 128 | 119 | 124 | 128 | 119 |
Avg Bars in Winners | 96 | 93 | 100 | 96 | 93 | 100 |
Avg Bars in Losers | 171 | 180 | 160 | 171 | 180 | 160 |
Bars Traded | 24729 | 12891 | 11838 | 24729 | 12891 | 11838 |
Profit Streak | 2.3543 | 12.8126 | 0 | 2.3543 | 12.8126 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296220 | 422278 | -167375 | -214015 | -58080 | -578498 |
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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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