Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308837.4373 | 381535.5605 | -72698.1232 | -84508.2962 | 8486.8298 | -92995.126 |
Total P&L (%) | 308.8374 | 381.5356 | -72.6981 | -84.5083 | 8.4868 | -92.9951 |
Avg Daily Profit (%) | 0.1937 | 0.2393 | -0.0456 | -0.1169 | 0.0051 | -0.1666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286482 | -225417 | -93247 | -305034 | -227658 | -106803 |
Profit Factor | 1.2968 | 1.5838 | 0.8122 | 0.8917 | 1.0186 | 0.713 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 109 | 47 | 62 | 109 | 47 | 62 |
Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
Profitability (%) | 51.1737 | 44.3396 | 57.9439 | 51.1737 | 44.3396 | 57.9439 |
Ratio Avg Win / Avg Loss | 1.2373 | 1.9882 | 0.5895 | 0.8508 | 1.2786 | 0.5175 |
Largest Winning Trade | 390884 | 390884 | 22345 | 249425 | 249425 | 27473 |
Largest Losing Trade | -34399 | -34399 | -27450 | -64039 | -45389 | -64039 |
Avg Bars in Trades | 28 | 48 | 9 | 28 | 48 | 9 |
Avg Bars in Winners | 29 | 54 | 9 | 29 | 54 | 9 |
Avg Bars in Losers | 28 | 42 | 9 | 28 | 42 | 9 |
Bars Traded | 6122 | 5093 | 1029 | 6122 | 5093 | 1029 |
Profit Streak | 0 | 97.92 | 0 | 0 | 97.92 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330354 | 337382 | -579739 | -579233 | -553371 | -579739 |
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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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