Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291325.1629 | 297172.2067 | -5847.0438 | -118382.7876 | 124611.9581 | -242994.7457 |
Total P&L (%) | 291.3252 | 297.1722 | -5.847 | -118.3828 | 124.612 | -242.9947 |
Avg Daily Profit (%) | 0.1504 | 0.1534 | -0.003 | 0 | 0.0418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130948 | -91865 | -218265 | -215228 | -44143 | -250544 |
Profit Factor | 1.2607 | 1.5887 | 0.9905 | 0.7895 | 1.776 | 0.3952 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 106 | 51 | 55 | 99 | 52 | 47 |
Losing Trades | 102 | 53 | 49 | 109 | 52 | 57 |
Profitability (%) | 50.9615 | 49.0385 | 52.8846 | 47.5962 | 50 | 45.1923 |
Ratio Avg Win / Avg Loss | 1.2131 | 1.651 | 0.8824 | 0.8692 | 1.776 | 0.4793 |
Largest Winning Trade | 114644 | 114644 | 52141 | 52964 | 52964 | 35050 |
Largest Losing Trade | -106463 | -40023 | -106463 | -202934 | -21443 | -202934 |
Avg Bars in Trades | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Winners | 19 | 12 | 26 | 16 | 14 | 18 |
Avg Bars in Losers | 16 | 16 | 17 | 19 | 14 | 25 |
Bars Traded | 3781 | 1493 | 2288 | 3781 | 1493 | 2288 |
Profit Streak | 0 | 0 | 0 | 33.7933 | 33.7933 | 39.7933 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307157 | 353115 | -580403 | -579352 | -133183 | -582099 |
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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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