Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301133.2205 | 287120.1702 | 14013.0503 | -4914.9123 | -2471.226 | -2443.6862 |
Total P&L (%) | 301.1332 | 287.1202 | 14.0131 | -4.9149 | -2.4712 | -2.4437 |
Avg Daily Profit (%) | 0.2891 | 0.2756 | 0.0135 | -0.0048 | -0.0024 | -0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125330 | -103574 | -116793 | -195884 | -153544 | -110962 |
Profit Factor | 1.3556 | 1.6406 | 1.0352 | 0.9945 | 0.9947 | 0.9942 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 44.1315 | 43.9252 | 44.3396 | 44.1315 | 43.9252 | 44.3396 |
Ratio Avg Win / Avg Loss | 1.7162 | 2.0943 | 1.2995 | 1.259 | 1.2698 | 1.2481 |
Largest Winning Trade | 304539 | 304539 | 30246 | 77921 | 77921 | 36714 |
Largest Losing Trade | -36639 | -36639 | -21972 | -65689 | -65689 | -39565 |
Avg Bars in Trades | 115 | 106 | 125 | 115 | 106 | 125 |
Avg Bars in Winners | 166 | 151 | 182 | 166 | 151 | 182 |
Avg Bars in Losers | 75 | 70 | 80 | 75 | 70 | 80 |
Bars Traded | 24677 | 11345 | 13332 | 24677 | 11345 | 13332 |
Profit Streak | 0 | 0 | 20.6804 | 0 | 0 | 20.6804 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315003 | 314725 | -399063 | -580278 | -581743 | -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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