Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228025.3708 | 248108.7654 | -20083.3946 | 103477.3142 | 523788.6599 | -420311.3456 |
Total P&L (%) | 228.0254 | 248.1088 | -20.0834 | 103.4773 | 523.7887 | -420.3113 |
Avg Daily Profit (%) | 0.2605 | 0.2835 | -0.0229 | 0.0812 | 0.2094 | 0 |
Buy And Hold Return (%) | 166.0746 | 166.0746 | 166.0746 | 166.0746 | 166.0746 | 166.0746 |
Max Trade Drawdown | -130713 | -61015 | -131312 | -566606 | -130684 | -632438 |
Profit Factor | 1.2829 | 1.6786 | 0.9544 | 1.0543 | 1.7565 | 0.654 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 50.9346 | 50.4673 | 51.4019 | 50.9346 | 50.4673 | 51.4019 |
Ratio Avg Win / Avg Loss | 1.2359 | 1.6475 | 0.9023 | 1.0156 | 1.724 | 0.6183 |
Largest Winning Trade | 63763 | 63763 | 21267 | 139921 | 139921 | 63412 |
Largest Losing Trade | -44993 | -30477 | -44993 | -315314 | -50738 | -315314 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3451 | 1722 | 1729 | 3451 | 1722 | 1729 |
Profit Streak | 8.8036 | 0 | 12.8036 | 8.8036 | 0 | 12.8036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39417 | -518 | -579976 | -408976 | 307548 | -579976 |
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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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