Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193420.1587 | 315744.1283 | -122323.9695 | -99382.1417 | -90110.2614 | -9271.8803 |
Total P&L (%) | 193.4202 | 315.7441 | -122.324 | -99.3821 | -90.1103 | -9.2719 |
Avg Daily Profit (%) | 0.1027 | 0.1677 | -0.065 | -0.2698 | -0.1228 | -0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265983 | -104083 | -289131 | -120014 | -36220 | -35469 |
Profit Factor | 1.1295 | 1.4642 | 0.8497 | 0.3483 | 0.1857 | 0.7784 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 44.6903 | 45.1327 | 44.2478 | 44.6903 | 45.1327 | 44.2478 |
Ratio Avg Win / Avg Loss | 1.3979 | 1.7801 | 1.0706 | 0.4311 | 0.2258 | 0.9807 |
Largest Winning Trade | 224310 | 224310 | 54579 | 20177 | 8814 | 20177 |
Largest Losing Trade | -94591 | -49200 | -94591 | -59127 | -59127 | -23675 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 56 | 72 | 39 | 56 | 72 | 39 |
Avg Bars in Losers | 43 | 55 | 32 | 43 | 55 | 32 |
Bars Traded | 11130 | 7133 | 3997 | 11130 | 7133 | 3997 |
Profit Streak | 37.6098 | 37.6098 | 49.1098 | 37.6098 | 37.6098 | 49.1098 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133315 | 301907 | -580185 | -580154 | -581935 | -581851 |
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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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