Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219969.7633 | 431445.5606 | -211475.7973 | -99398.684 | -23624.763 | -75773.921 |
Total P&L (%) | 219.9698 | 431.4456 | -211.4758 | -99.3987 | -23.6248 | -75.7739 |
Avg Daily Profit (%) | 0.095 | 0.1864 | -0.0914 | -0.2207 | -0.0116 | -0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258518 | -178953 | -324217 | -141085 | -100731 | -136540 |
Profit Factor | 1.1215 | 1.4399 | 0.7454 | 0.827 | 0.9248 | 0.7088 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Profitability (%) | 47.6868 | 47.8571 | 47.5177 | 47.6868 | 47.8571 | 47.5177 |
Ratio Avg Win / Avg Loss | 1.2303 | 1.5689 | 0.8232 | 0.9072 | 1.0077 | 0.7829 |
Largest Winning Trade | 291175 | 291175 | 31560 | 61494 | 61494 | 32616 |
Largest Losing Trade | -75756 | -53480 | -75756 | -57489 | -57489 | -52318 |
Avg Bars in Trades | 24 | 29 | 18 | 24 | 29 | 18 |
Avg Bars in Winners | 25 | 31 | 19 | 25 | 31 | 19 |
Avg Bars in Losers | 23 | 28 | 17 | 23 | 28 | 17 |
Bars Traded | 6813 | 4176 | 2637 | 6813 | 4176 | 2637 |
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 | -152195 | 317376 | -581646 | -579929 | -579850 | -581646 |
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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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