Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244648.6742 | 259016.2287 | -14367.5546 | -65694.5143 | 59678.6144 | -125373.1287 |
Total P&L (%) | 244.6487 | 259.0162 | -14.3676 | -65.6945 | 59.6786 | -125.3731 |
Avg Daily Profit (%) | 0.1529 | 0.1619 | -0.009 | -0.0668 | 0.0293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183332 | -161178 | -82586 | -322086 | -295111 | -143117 |
Profit Factor | 1.2199 | 1.4329 | 0.9721 | 0.9524 | 1.0827 | 0.8098 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 53.8117 | 49.1071 | 58.5586 | 53.8117 | 49.1071 | 58.5586 |
Ratio Avg Win / Avg Loss | 1.0471 | 1.485 | 0.6879 | 0.8175 | 1.1221 | 0.5731 |
Largest Winning Trade | 194681 | 194681 | 28223 | 105157 | 105157 | 67680 |
Largest Losing Trade | -46802 | -40871 | -46802 | -92174 | -54218 | -92174 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 4533 | 2505 | 2028 | 4533 | 2505 | 2028 |
Profit Streak | 0 | 0 | 19.6232 | 0 | 0 | 19.6232 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315064 | 283169 | -578584 | -578839 | -284342 | -578584 |
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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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