Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153918.6626 | 286181.7993 | -132263.1367 | -123626.3305 | -83944.8347 | -39681.4958 |
Total P&L (%) | 153.9187 | 286.1818 | -132.2631 | -123.6263 | -83.9448 | -39.6815 |
Avg Daily Profit (%) | 0.0824 | 0.1532 | -0.0708 | 0 | -0.0979 | -0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263138 | -46770 | -287031 | -725547 | -252498 | -602101 |
Profit Factor | 1.1022 | 1.5369 | 0.8641 | 0.9545 | 0.9306 | 0.9737 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 117 | 59 | 58 | 112 | 55 | 57 |
Losing Trades | 109 | 54 | 55 | 114 | 58 | 56 |
Profitability (%) | 51.7699 | 52.2124 | 51.3274 | 49.5575 | 48.6726 | 50.4425 |
Ratio Avg Win / Avg Loss | 1.0268 | 1.4067 | 0.8194 | 0.9716 | 0.9813 | 0.9566 |
Largest Winning Trade | 65857 | 65857 | 43978 | 221390 | 163326 | 221390 |
Largest Losing Trade | -180329 | -32866 | -180329 | -180727 | -89631 | -180727 |
Avg Bars in Trades | 24 | 23 | 24 | 24 | 23 | 24 |
Avg Bars in Winners | 24 | 23 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 23 | 24 |
Bars Traded | 5456 | 2706 | 2750 | 5456 | 2706 | 2750 |
Profit Streak | 0 | 0 | 0 | 26.6843 | 69.6843 | 26.6843 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189401 | 326290 | -580581 | -578025 | -579891 | -580155 |
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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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