Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232103.5881 | 255892.4651 | -23788.877 | -47910.5009 | -11563.7769 | -36346.724 |
Total P&L (%) | 232.1036 | 255.8925 | -23.7889 | -47.9105 | -11.5638 | -36.3467 |
Avg Daily Profit (%) | 0.2148 | 0.2368 | -0.022 | -0.0603 | -0.0114 | -0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217488 | -121273 | -133939 | -350321 | -262971 | -110013 |
Profit Factor | 1.3381 | 1.7155 | 0.9277 | 0.9349 | 0.974 | 0.8752 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 48.731 | 46.4646 | 51.0204 | 48.731 | 46.4646 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.4078 | 1.9765 | 0.8906 | 0.9836 | 1.1222 | 0.8402 |
Largest Winning Trade | 360626 | 360626 | 40658 | 270222 | 270222 | 29984 |
Largest Losing Trade | -34059 | -28752 | -34059 | -54187 | -54187 | -30385 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 35 | 42 | 28 | 35 | 42 | 28 |
Bars Traded | 6342 | 3620 | 2722 | 6342 | 3620 | 2722 |
Profit Streak | 4.0763 | 4.243 | 0 | 4.0763 | 4.243 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304312 | 343019 | -580660 | -580389 | -580770 | -580660 |
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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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