Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212254.7096 | 6641.806 | 205612.9036 | -101329.8898 | -135228.4774 | 33898.5877 |
Total P&L (%) | 212.2547 | 6.6418 | 205.6129 | -101.3299 | -135.2285 | 33.8986 |
Avg Daily Profit (%) | 0.1632 | 0.0051 | 0.1581 | 0 | 0 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112741 | -58986 | -100128 | -326633 | -156821 | -241460 |
Profit Factor | 1.4531 | 1.0332 | 1.7667 | 0.8877 | 0.6284 | 1.063 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 194 | 85 | 109 | 141 | 63 | 78 |
Losing Trades | 45 | 35 | 10 | 98 | 57 | 41 |
Profitability (%) | 81.1715 | 70.8333 | 91.5966 | 58.9958 | 52.5 | 65.5462 |
Ratio Avg Win / Avg Loss | 0.337 | 0.4254 | 0.1621 | 0.617 | 0.5686 | 0.5587 |
Largest Winning Trade | 19400 | 15611 | 19400 | 39318 | 24824 | 39318 |
Largest Losing Trade | -100128 | -28751 | -100128 | -225963 | -68742 | -225963 |
Avg Bars in Trades | 31 | 12 | 49 | 31 | 12 | 49 |
Avg Bars in Winners | 15 | 4 | 24 | 17 | 7 | 26 |
Avg Bars in Losers | 98 | 31 | 330 | 50 | 18 | 94 |
Bars Traded | 7430 | 1504 | 5926 | 7430 | 1504 | 5926 |
Profit Streak | 0 | 0 | 107.8845 | 12.7178 | 13.3845 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428858 | -534749 | 514193 | -577748 | -579807 | -316798 |
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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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