Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317831.1116 | 323944.389 | -6113.2774 | -47894.4696 | 270378.0782 | -318272.5478 |
Total P&L (%) | 317.8311 | 323.9444 | -6.1133 | -47.8945 | 270.3781 | -318.2725 |
Avg Daily Profit (%) | 0.1994 | 0.2032 | -0.0038 | -0.0409 | 0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200019 | -150845 | -82344 | -565894 | -363903 | -355504 |
Profit Factor | 1.3178 | 1.6402 | 0.9876 | 0.9754 | 1.2911 | 0.6884 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 45.8874 | 43.9655 | 47.8261 | 45.8874 | 43.9655 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.554 | 2.0905 | 1.0774 | 1.1503 | 1.6455 | 0.751 |
Largest Winning Trade | 257174 | 257174 | 61040 | 418128 | 418128 | 72112 |
Largest Losing Trade | -35909 | -35909 | -33002 | -102273 | -97105 | -102273 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 58 | 41 | 75 | 58 | 41 | 75 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 9318 | 3587 | 5731 | 9318 | 3587 | 5731 |
Profit Streak | 0 | 0 | 18.2191 | 0 | 0 | 18.2191 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307040 | 293824 | -579139 | -579501 | -84701 | -580805 |
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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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