Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340635.7473 | 345585.1261 | -4949.3788 | -85082.2082 | 68699.7335 | -153781.9417 |
Total P&L (%) | 340.6357 | 345.5851 | -4.9494 | -85.0822 | 68.6997 | -153.7819 |
Avg Daily Profit (%) | 0.2299 | 0.2332 | -0.0033 | -0.1283 | 0.0353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305735 | -178471 | -160551 | -538292 | -359493 | -329709 |
Profit Factor | 1.2645 | 1.4842 | 0.9914 | 0.9575 | 1.0625 | 0.8297 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 101 | 42 | 59 | 101 | 42 | 59 |
Losing Trades | 121 | 69 | 52 | 121 | 69 | 52 |
Profitability (%) | 45.4955 | 37.8378 | 53.1532 | 45.4955 | 37.8378 | 53.1532 |
Ratio Avg Win / Avg Loss | 1.5149 | 2.4384 | 0.8738 | 1.1471 | 1.7456 | 0.7312 |
Largest Winning Trade | 300248 | 300248 | 58498 | 287718 | 287718 | 107083 |
Largest Losing Trade | -47706 | -26924 | -47706 | -155175 | -130650 | -155175 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4368 | 1941 | 2427 | 4368 | 1941 | 2427 |
Profit Streak | 0 | 0 | 22.8896 | 0 | 0 | 22.8896 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307527 | 198543 | -579803 | -579423 | -301184 | -579803 |
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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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