Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433102.4477 | 485691.1717 | -52588.724 | -35570.7885 | 92881.3827 | -128452.1712 |
Total P&L (%) | 433.1024 | 485.6912 | -52.5887 | -35.5708 | 92.8814 | -128.4522 |
Avg Daily Profit (%) | 0.2338 | 0.2622 | -0.0284 | -0.0237 | 0.0355 | 0 |
Buy And Hold Return (%) | 190.0356 | 190.0356 | 190.0356 | 190.0356 | 190.0356 | 190.0356 |
Max Trade Drawdown | -182460 | -87694 | -179639 | -211242 | -150007 | -164678 |
Profit Factor | 1.362 | 2.0479 | 0.9282 | 0.9679 | 1.2018 | 0.8016 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 56.3981 | 59.434 | 53.3333 | 56.3981 | 59.434 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.053 | 1.3978 | 0.8122 | 0.7483 | 0.8202 | 0.7014 |
Largest Winning Trade | 132531 | 132531 | 62318 | 48417 | 40950 | 48417 |
Largest Losing Trade | -60932 | -36029 | -60932 | -75359 | -62387 | -75359 |
Avg Bars in Trades | 103 | 90 | 116 | 103 | 90 | 116 |
Avg Bars in Winners | 101 | 79 | 127 | 101 | 79 | 127 |
Avg Bars in Losers | 105 | 105 | 104 | 105 | 105 | 104 |
Bars Traded | 21797 | 9550 | 12247 | 21797 | 9550 | 12247 |
Profit Streak | 6.7791 | 6.7791 | 16.6958 | 6.7791 | 6.7791 | 16.6958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231764 | 326377 | -580047 | -577684 | -311836 | -580047 |
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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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