Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221899.0739 | 329337.8739 | -107438.8 | -97322.0042 | 25767.1434 | -123089.1475 |
Total P&L (%) | 221.8991 | 329.3379 | -107.4388 | -97.322 | 25.7671 | -123.0891 |
Avg Daily Profit (%) | 0.1065 | 0.1581 | -0.0516 | -0.1736 | 0.011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224720 | -185820 | -206473 | -162728 | -79793 | -150777 |
Profit Factor | 1.1681 | 1.5097 | 0.8405 | 0.8076 | 1.1031 | 0.5193 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 47.1698 | 48.1132 | 46.2264 | 47.1698 | 48.1132 | 46.2264 |
Ratio Avg Win / Avg Loss | 1.3083 | 1.6282 | 0.9777 | 0.9045 | 1.1897 | 0.6041 |
Largest Winning Trade | 237841 | 237841 | 36805 | 103650 | 103650 | 32640 |
Largest Losing Trade | -88174 | -46560 | -88174 | -70862 | -67641 | -70862 |
Avg Bars in Trades | 116 | 104 | 128 | 116 | 104 | 128 |
Avg Bars in Winners | 110 | 96 | 125 | 110 | 96 | 125 |
Avg Bars in Losers | 121 | 111 | 131 | 121 | 111 | 131 |
Bars Traded | 24686 | 11038 | 13648 | 24686 | 11038 | 13648 |
Profit Streak | 0 | 0 | 49.7566 | 0 | 0 | 49.7566 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86346 | 314418 | -581526 | -580768 | -289701 | -581526 |
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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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