Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286973.3898 | 239280.505 | 47692.8848 | -44358.0133 | -9200.8796 | -35157.1337 |
Total P&L (%) | 286.9734 | 239.2805 | 47.6929 | -44.358 | -9.2009 | -35.1571 |
Avg Daily Profit (%) | 0.1639 | 0.1367 | 0.0272 | -0.0335 | -0.0055 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131003 | -160995 | -97922 | -76081 | -70772 | -72419 |
Profit Factor | 1.2688 | 1.4312 | 1.093 | 0.8989 | 0.9574 | 0.8423 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 50.2203 | 48.2456 | 52.2124 | 50.2203 | 48.2456 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.2577 | 1.5353 | 1.0004 | 0.8911 | 1.027 | 0.7709 |
Largest Winning Trade | 134817 | 134817 | 52497 | 34836 | 34836 | 17621 |
Largest Losing Trade | -70368 | -35100 | -70368 | -60157 | -22603 | -60157 |
Avg Bars in Trades | 90 | 79 | 102 | 90 | 79 | 102 |
Avg Bars in Winners | 111 | 98 | 122 | 111 | 98 | 122 |
Avg Bars in Losers | 70 | 61 | 80 | 70 | 61 | 80 |
Bars Traded | 20615 | 9022 | 11593 | 20615 | 9022 | 11593 |
Profit Streak | 0 | 0 | 22.1575 | 0 | 0 | 22.1575 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303196 | -9537 | -275150 | -579561 | -580044 | -579700 |
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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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