Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303023.7974 | 414477.2337 | -111453.4363 | -95178.4625 | 9908.2697 | -105086.7323 |
Total P&L (%) | 303.0238 | 414.4772 | -111.4534 | -95.1785 | 9.9083 | -105.0867 |
Avg Daily Profit (%) | 0.1251 | 0.1711 | -0.046 | -0.1251 | 0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328420 | -102723 | -382052 | -219624 | -119875 | -225804 |
Profit Factor | 1.2316 | 1.7263 | 0.8489 | 0.8011 | 1.0531 | 0.6403 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 90 | 42 | 48 | 88 | 40 | 48 |
Losing Trades | 97 | 52 | 45 | 99 | 54 | 45 |
Profitability (%) | 48.1283 | 44.6809 | 51.6129 | 47.0588 | 42.5532 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.3274 | 2.1373 | 0.7958 | 0.9013 | 1.4217 | 0.6003 |
Largest Winning Trade | 234588 | 234588 | 58677 | 69118 | 69118 | 59770 |
Largest Losing Trade | -117000 | -53729 | -117000 | -193381 | -95271 | -193381 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 26 | 25 | 27 | 25 | 24 | 26 |
Avg Bars in Losers | 23 | 26 | 20 | 24 | 26 | 21 |
Bars Traded | 4647 | 2427 | 2220 | 4647 | 2427 | 2220 |
Profit Streak | 0 | 0 | 24.8739 | 0 | 0 | 24.8739 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25863 | 307863 | -580053 | -580664 | -518373 | -580053 |
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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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