Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306335.4167 | 373472.1541 | -67136.7374 | -107523.3091 | 403778.5444 | -511301.8536 |
Total P&L (%) | 306.3354 | 373.4722 | -67.1367 | -107.5233 | 403.7785 | -511.3019 |
Avg Daily Profit (%) | 0.1594 | 0.1944 | -0.0349 | 0 | 0.0842 | 0 |
Buy And Hold Return (%) | 26.5537 | 26.5537 | 26.5537 | 26.5537 | 26.5537 | 26.5537 |
Max Trade Drawdown | -212081 | -139923 | -242003 | -730627 | -95193 | -749470 |
Profit Factor | 1.2351 | 1.688 | 0.9117 | 0.9131 | 2.5579 | 0.4776 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 108 | 54 | 54 | 95 | 49 | 46 |
Losing Trades | 91 | 46 | 45 | 104 | 51 | 53 |
Profitability (%) | 54.2714 | 54 | 54.5455 | 47.7387 | 49 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.0407 | 1.4379 | 0.7597 | 0.9997 | 2.6623 | 0.5503 |
Largest Winning Trade | 178889 | 178889 | 35255 | 174067 | 174067 | 92116 |
Largest Losing Trade | -114228 | -38008 | -114228 | -396009 | -25899 | -396009 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 27 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 5572 | 2799 | 2773 | 5572 | 2799 | 2773 |
Profit Streak | 89.3933 | 117.3933 | 89.3933 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376299 | 418597 | -578796 | -580337 | -76069 | -582165 |
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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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