Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427677.4909 | 556791.832 | -129114.3411 | -96737.7895 | -110971.3166 | 14233.5271 |
Total P&L (%) | 427.6775 | 556.7918 | -129.1143 | -96.7378 | -110.9713 | 14.2335 |
Avg Daily Profit (%) | 0.184 | 0.2395 | -0.0555 | -0.1471 | 0 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -341364 | -189406 | -395786 | -166219 | -135661 | -70691 |
Profit Factor | 1.2584 | 1.6966 | 0.8491 | 0.7175 | 0.5132 | 1.1243 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 47.4886 | 43.1193 | 51.8182 | 47.4886 | 43.1193 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.3915 | 2.2381 | 0.7895 | 0.7934 | 0.677 | 1.0454 |
Largest Winning Trade | 392029 | 392029 | 47994 | 34754 | 34754 | 29342 |
Largest Losing Trade | -64247 | -64247 | -53270 | -64022 | -64022 | -24587 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 9133 | 4903 | 4230 | 9133 | 4903 | 4230 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269405 | 311406 | -580803 | -580608 | -583717 | -303045 |
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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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