Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207615.2866 | 234436.5402 | -26821.2536 | -107763.7598 | -34041.4203 | -73722.3396 |
Total P&L (%) | 207.6153 | 234.4365 | -26.8213 | -107.7638 | -34.0414 | -73.7223 |
Avg Daily Profit (%) | 0.1666 | 0.1881 | -0.0215 | 0 | -0.0334 | -0.1072 |
Buy And Hold Return (%) | 11.1563 | 11.1563 | 11.1563 | 11.1563 | 11.1563 | 11.1563 |
Max Trade Drawdown | -123669 | -102855 | -130640 | -77794 | -15481 | -78476 |
Profit Factor | 1.2035 | 1.5491 | 0.9548 | 0.5006 | 0.6265 | 0.4085 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 146 | 68 | 78 | 81 | 43 | 38 |
Losing Trades | 71 | 41 | 30 | 136 | 66 | 70 |
Profitability (%) | 67.2811 | 62.3853 | 72.2222 | 37.3272 | 39.4495 | 35.1852 |
Ratio Avg Win / Avg Loss | 0.5853 | 0.934 | 0.3672 | 0.8405 | 0.9616 | 0.7526 |
Largest Winning Trade | 33993 | 33993 | 24128 | 11170 | 11170 | 5851 |
Largest Losing Trade | -110240 | -40949 | -110240 | -44412 | -40949 | -44412 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 46 | 41 | 50 | 91 | 90 | 92 |
Avg Bars in Losers | 107 | 100 | 117 | 52 | 46 | 57 |
Bars Traded | 14460 | 6962 | 7498 | 14460 | 6962 | 7498 |
Profit Streak | 0 | 0 | 52.0354 | 14.2021 | 17.8687 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307403 | 316817 | -576475 | -583976 | -584579 | -586806 |
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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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