Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214116.5051 | 304266.097 | -90149.5919 | -95034.7666 | -21030.7361 | -74004.0304 |
Total P&L (%) | 214.1165 | 304.2661 | -90.1496 | -95.0348 | -21.0307 | -74.004 |
Avg Daily Profit (%) | 0.1127 | 0.1602 | -0.0475 | -0.1579 | -0.0124 | -0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264571 | -147998 | -188015 | -221983 | -169196 | -96739 |
Profit Factor | 1.194 | 1.509 | 0.8219 | 0.8123 | 0.9267 | 0.6625 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 51.3636 | 50.9091 | 51.8182 | 51.3636 | 50.9091 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.1306 | 1.4551 | 0.7642 | 0.7692 | 0.8936 | 0.616 |
Largest Winning Trade | 241257 | 241257 | 36851 | 109486 | 109486 | 57071 |
Largest Losing Trade | -75174 | -67094 | -75174 | -150123 | -150123 | -70914 |
Avg Bars in Trades | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 53 | 67 | 39 | 53 | 67 | 39 |
Bars Traded | 10949 | 6274 | 4675 | 10949 | 6274 | 4675 |
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 | -48375 | 305934 | -580803 | -579449 | -580921 | -580803 |
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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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