Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255559.5658 | 286224.6281 | -30665.0623 | -96712.1125 | 111896.1483 | -208608.2608 |
Total P&L (%) | 255.5596 | 286.2246 | -30.6651 | -96.7121 | 111.8961 | -208.6083 |
Avg Daily Profit (%) | 0.1354 | 0.1517 | -0.0163 | -0.1808 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229970 | -145911 | -176867 | -436410 | -179600 | -323768 |
Profit Factor | 1.2176 | 1.5036 | 0.9494 | 0.925 | 1.1996 | 0.7135 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 50.4425 | 46.9027 | 53.9823 | 50.4425 | 46.9027 | 53.9823 |
Ratio Avg Win / Avg Loss | 1.1962 | 1.7021 | 0.8093 | 0.9087 | 1.3581 | 0.6083 |
Largest Winning Trade | 277645 | 277645 | 45839 | 179310 | 179310 | 95961 |
Largest Losing Trade | -96005 | -38109 | -96005 | -264670 | -136644 | -264670 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 5514 | 2604 | 2910 | 5514 | 2604 | 2910 |
Profit Streak | 0 | 0 | 16.6166 | 0 | 0 | 16.6166 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11132 | 304797 | -579664 | -579260 | -141830 | -579664 |
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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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