Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309851.6355 | 323228.3177 | -13376.6821 | -83311.929 | -14787.2723 | -68524.6567 |
Total P&L (%) | 309.8516 | 323.2283 | -13.3767 | -83.3119 | -14.7873 | -68.5247 |
Avg Daily Profit (%) | 0.2103 | 0.2193 | -0.0091 | -0.1214 | -0.0109 | -0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285762 | -169708 | -149432 | -768277 | -585012 | -422723 |
Profit Factor | 1.2601 | 1.4817 | 0.9743 | 0.9663 | 0.99 | 0.9313 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 46.1883 | 39.6396 | 52.6786 | 46.1883 | 39.6396 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.4681 | 2.2562 | 0.8752 | 1.1257 | 1.5074 | 0.8366 |
Largest Winning Trade | 341930 | 341930 | 57019 | 371977 | 371977 | 175312 |
Largest Losing Trade | -48983 | -30458 | -48983 | -186237 | -186237 | -167134 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 21 | 17 | 24 | 21 | 17 | 24 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 4316 | 1862 | 2453 | 4316 | 1862 | 2453 |
Profit Streak | 14.7514 | 39.4181 | 14.7514 | 14.7514 | 39.4181 | 14.7514 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309047 | 270360 | -579820 | -578075 | -580581 | -579820 |
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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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