Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201926.4458 | 351191.3339 | -149264.8881 | -99672.4513 | -38885.3174 | -60787.1339 |
Total P&L (%) | 201.9264 | 351.1913 | -149.2649 | -99.6725 | -38.8853 | -60.7871 |
Avg Daily Profit (%) | 0.0869 | 0.1512 | -0.0643 | -0.246 | -0.0212 | -0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205321 | -170613 | -325317 | -132820 | -85092 | -92419 |
Profit Factor | 1.1248 | 1.4536 | 0.8232 | 0.5967 | 0.6431 | 0.5601 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 54.0426 | 52.1368 | 55.9322 | 54.0426 | 52.1368 | 55.9322 |
Ratio Avg Win / Avg Loss | 0.9565 | 1.3345 | 0.6486 | 0.5074 | 0.5904 | 0.4413 |
Largest Winning Trade | 115688 | 115688 | 47428 | 14656 | 14656 | 12963 |
Largest Losing Trade | -97431 | -55236 | -97431 | -44837 | -44837 | -35096 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 4466 | 2249 | 2217 | 4466 | 2249 | 2217 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159808 | 307382 | -579971 | -578746 | -580466 | -579971 |
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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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