Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424057.9944 | 445110.5987 | -21052.6042 | -29263.4193 | 198234.4469 | -227497.8662 |
Total P&L (%) | 424.058 | 445.1106 | -21.0526 | -29.2634 | 198.2344 | -227.4979 |
Avg Daily Profit (%) | 0.2276 | 0.2389 | -0.0113 | -0.0186 | 0.0587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133657 | -100068 | -111129 | -418622 | -227300 | -278250 |
Profit Factor | 1.4522 | 1.926 | 0.9539 | 0.9751 | 1.346 | 0.6231 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 44.7489 | 42.2018 | 47.2727 | 44.7489 | 42.2018 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.793 | 2.6377 | 1.064 | 1.204 | 1.8434 | 0.695 |
Largest Winning Trade | 448899 | 448899 | 63180 | 360651 | 360651 | 50358 |
Largest Losing Trade | -38976 | -38976 | -30213 | -97673 | -76806 | -97673 |
Avg Bars in Trades | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Winners | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 10968 | 5092 | 5876 | 10968 | 5092 | 5876 |
Profit Streak | 0 | 55.7737 | 0 | 0 | 55.7737 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327114 | 349798 | -580433 | -580007 | -114990 | -582100 |
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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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