Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236937.5074 | 176448.5923 | 60488.915 | -13937.6512 | 12229.5504 | -26167.2016 |
Total P&L (%) | 236.9375 | 176.4486 | 60.4889 | -13.9377 | 12.2296 | -26.1672 |
Avg Daily Profit (%) | 0.1728 | 0.1287 | 0.0441 | -0.0109 | 0.0084 | -0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122975 | -117552 | -82622 | -105899 | -59079 | -60863 |
Profit Factor | 1.2389 | 1.37 | 1.1175 | 0.9731 | 1.0507 | 0.9058 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
Profitability (%) | 50.2242 | 43.75 | 56.7568 | 50.2242 | 43.75 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2278 | 1.7615 | 0.8514 | 0.9644 | 1.351 | 0.6902 |
Largest Winning Trade | 92646 | 92646 | 46418 | 27051 | 24254 | 27051 |
Largest Losing Trade | -43181 | -29886 | -43181 | -45601 | -24841 | -45601 |
Avg Bars in Trades | 24 | 20 | 27 | 24 | 20 | 27 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 5392 | 2344 | 3048 | 5392 | 2344 | 3048 |
Profit Streak | 0 | 0 | 13.2824 | 0 | 0 | 13.2824 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308613 | -22053 | -226119 | -579304 | -445116 | -579278 |
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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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