Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202881.8585 | 224264.348 | -21382.4896 | -37968.0991 | 69740.9493 | -107709.0484 |
Total P&L (%) | 202.8819 | 224.2643 | -21.3825 | -37.9681 | 69.7409 | -107.709 |
Avg Daily Profit (%) | 0.1948 | 0.2153 | -0.0205 | -0.0458 | 0.0508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160507 | -109062 | -105221 | -509609 | -366704 | -258324 |
Profit Factor | 1.3101 | 1.7087 | 0.9367 | 0.9738 | 1.0946 | 0.8486 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 49.7653 | 45.283 | 54.2056 | 49.7653 | 45.283 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.3225 | 2.0647 | 0.7913 | 0.983 | 1.3226 | 0.7169 |
Largest Winning Trade | 320344 | 320344 | 32105 | 425613 | 425613 | 82158 |
Largest Losing Trade | -33776 | -19121 | -33776 | -81416 | -71988 | -81416 |
Avg Bars in Trades | 115 | 112 | 119 | 115 | 112 | 119 |
Avg Bars in Winners | 137 | 134 | 139 | 137 | 134 | 139 |
Avg Bars in Losers | 94 | 94 | 95 | 94 | 94 | 95 |
Bars Traded | 24703 | 11940 | 12763 | 24703 | 11940 | 12763 |
Profit Streak | 15.765 | 36.5567 | 15.765 | 15.765 | 36.5567 | 15.765 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353381 | 371524 | -579922 | -578683 | -242245 | -579922 |
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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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