Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233399.5929 | 222740.7651 | 10658.8278 | -72423.3091 | -71310.8408 | -1112.4683 |
Total P&L (%) | 233.3996 | 222.7408 | 10.6588 | -72.4233 | -71.3108 | -1.1125 |
Avg Daily Profit (%) | 0.1722 | 0.1643 | 0.0079 | -0.095 | -0.0921 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192289 | -150328 | -76748 | -139982 | -110113 | -42086 |
Profit Factor | 1.2386 | 1.3319 | 1.0347 | 0.8666 | 0.8191 | 0.9925 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 53.6585 | 50 | 57.2816 | 53.6585 | 50 | 57.2816 |
Ratio Avg Win / Avg Loss | 1.0697 | 1.3319 | 0.7717 | 0.7485 | 0.8191 | 0.7402 |
Largest Winning Trade | 261843 | 261843 | 17327 | 56060 | 56060 | 15574 |
Largest Losing Trade | -51146 | -51146 | -34461 | -61166 | -61166 | -15371 |
Avg Bars in Trades | 19 | 30 | 7 | 19 | 30 | 7 |
Avg Bars in Winners | 19 | 33 | 7 | 19 | 33 | 7 |
Avg Bars in Losers | 18 | 28 | 7 | 18 | 28 | 7 |
Bars Traded | 3906 | 3154 | 752 | 3906 | 3154 | 752 |
Profit Streak | 0 | 25.3617 | 0 | 0 | 25.3617 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321028 | 282793 | -510662 | -578952 | -580517 | -579836 |
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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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