Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384064.3502 | 409437.9315 | -25373.5813 | -27855.6342 | 98231.4828 | -126087.1171 |
Total P&L (%) | 384.0644 | 409.4379 | -25.3736 | -27.8556 | 98.2315 | -126.0871 |
Avg Daily Profit (%) | 0.2055 | 0.2191 | -0.0136 | -0.0175 | 0.0366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112709 | -115921 | -97320 | -231702 | -163238 | -202386 |
Profit Factor | 1.4552 | 1.9951 | 0.9413 | 0.9755 | 1.1834 | 0.7903 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 43.3155 | 37.6344 | 48.9362 | 43.3155 | 37.6344 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.9043 | 3.3061 | 0.9822 | 1.2766 | 1.9611 | 0.8247 |
Largest Winning Trade | 413243 | 413243 | 59469 | 230322 | 230322 | 74780 |
Largest Losing Trade | -47754 | -18625 | -47754 | -104082 | -40613 | -104082 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 28 | 33 | 25 | 28 | 33 | 25 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3633 | 1873 | 1760 | 3633 | 1873 | 1760 |
Profit Streak | 0 | 35.8207 | 0 | 0 | 35.8207 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304871 | 262112 | -581217 | -580453 | -165908 | -581217 |
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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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