Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246211.5498 | 302315.509 | -56103.9592 | -87897.3101 | -31647.7635 | -56249.5466 |
Total P&L (%) | 246.2116 | 302.3155 | -56.104 | -87.8973 | -31.6478 | -56.2495 |
Avg Daily Profit (%) | 0.1294 | 0.1589 | -0.0295 | -0.111 | -0.02 | -0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243085 | -214176 | -78195 | -515252 | -489557 | -74657 |
Profit Factor | 1.2388 | 1.3661 | 0.7264 | 0.9265 | 0.9692 | 0.6684 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 48.1481 | 49.5868 | 46.7213 | 48.1481 | 49.5868 | 46.7213 |
Ratio Avg Win / Avg Loss | 1.3341 | 1.3888 | 0.8283 | 0.9978 | 0.9853 | 0.7622 |
Largest Winning Trade | 181012 | 181012 | 10075 | 334019 | 334019 | 13713 |
Largest Losing Trade | -73432 | -73432 | -24990 | -369556 | -369556 | -22038 |
Avg Bars in Trades | 30 | 58 | 2 | 30 | 58 | 2 |
Avg Bars in Winners | 26 | 50 | 2 | 26 | 50 | 2 |
Avg Bars in Losers | 34 | 67 | 2 | 34 | 67 | 2 |
Bars Traded | 7452 | 7127 | 325 | 7452 | 7127 | 325 |
Profit Streak | 0 | 520.172 | 0 | 0 | 520.172 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19946 | 313188 | -582005 | -580226 | -579836 | -582005 |
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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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