Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418287.2014 | 456940.934 | -38653.7326 | -67416.782 | 43196.8757 | -110613.6577 |
Total P&L (%) | 418.2872 | 456.9409 | -38.6537 | -67.4168 | 43.1969 | -110.6137 |
Avg Daily Profit (%) | 0.2008 | 0.2194 | -0.0186 | -0.0538 | 0.0172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273542 | -252875 | -74761 | -354379 | -294967 | -125641 |
Profit Factor | 1.4257 | 1.5901 | 0.8143 | 0.9294 | 1.06 | 0.5301 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 99 | 42 | 57 | 99 | 42 | 57 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 45.2055 | 38.5321 | 51.8182 | 45.2055 | 38.5321 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.7282 | 2.5366 | 0.7571 | 1.1265 | 1.691 | 0.4929 |
Largest Winning Trade | 296885 | 296885 | 10413 | 180827 | 180827 | 11159 |
Largest Losing Trade | -52326 | -52326 | -15777 | -77576 | -77576 | -42612 |
Avg Bars in Trades | 112 | 217 | 7 | 112 | 217 | 7 |
Avg Bars in Winners | 91 | 205 | 7 | 91 | 205 | 7 |
Avg Bars in Losers | 128 | 224 | 7 | 128 | 224 | 7 |
Bars Traded | 24547 | 23676 | 871 | 24547 | 23676 | 871 |
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 | 319442 | 217108 | -580526 | -579829 | -329843 | -580526 |
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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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