Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179418.4823 | 325609.8248 | -146191.3425 | -93368.6892 | 3915.5098 | -97284.1991 |
Total P&L (%) | 179.4185 | 325.6098 | -146.1913 | -93.3687 | 3.9155 | -97.2842 |
Avg Daily Profit (%) | 0.096 | 0.1742 | -0.0782 | -0.1451 | 0.0021 | -0.1928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200711 | -107195 | -252744 | -79606 | -18309 | -80518 |
Profit Factor | 1.1393 | 1.5364 | 0.7852 | 0.5755 | 1.0436 | 0.2529 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 48.3412 | 48.1132 | 48.5714 | 48.3412 | 48.1132 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.2175 | 1.6569 | 0.8314 | 0.615 | 1.1255 | 0.2678 |
Largest Winning Trade | 212647 | 212647 | 49354 | 24851 | 24851 | 5897 |
Largest Losing Trade | -59153 | -43714 | -59153 | -25119 | -23230 | -25119 |
Avg Bars in Trades | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Winners | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 5378 | 2407 | 2971 | 5378 | 2407 | 2971 |
Profit Streak | 0 | 0 | 12.9976 | 0 | 0 | 12.9976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131325 | 335243 | -580721 | -580040 | -529112 | -580721 |
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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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