Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288787.2835 | 337270.9369 | -48483.6534 | -72456.5989 | 338578.6477 | -411035.2466 |
Total P&L (%) | 288.7873 | 337.2709 | -48.4837 | -72.4566 | 338.5786 | -411.0352 |
Avg Daily Profit (%) | 0.1619 | 0.1891 | -0.0272 | -0.0723 | 0.0829 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263998 | -111837 | -197771 | -1639793 | -635832 | -1349342 |
Profit Factor | 1.2175 | 1.546 | 0.9317 | 0.9854 | 1.1536 | 0.8513 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 50.2347 | 51.8868 | 48.5981 | 50.2347 | 51.8868 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.2061 | 1.4336 | 0.9855 | 0.9762 | 1.0697 | 0.9005 |
Largest Winning Trade | 198803 | 198803 | 55317 | 559053 | 559053 | 405030 |
Largest Losing Trade | -37135 | -36845 | -37135 | -458973 | -321540 | -458973 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 26 | 21 | 32 | 26 | 21 | 32 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 5162 | 2289 | 2873 | 5162 | 2289 | 2873 |
Profit Streak | 14.5845 | 0 | 16.2512 | 14.5845 | 0 | 16.2512 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320006 | 337172 | -580738 | -578764 | -133549 | -580738 |
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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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