Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226106.6264 | 208591.8859 | 17514.7404 | -62156.2145 | -24242.3837 | -37913.8309 |
Total P&L (%) | 226.1066 | 208.5919 | 17.5147 | -62.1562 | -24.2424 | -37.9138 |
Avg Daily Profit (%) | 0.2205 | 0.2034 | 0.0171 | -0.0947 | -0.0271 | -0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162275 | -147519 | -82344 | -96401 | -69700 | -50446 |
Profit Factor | 1.2641 | 1.4069 | 1.051 | 0.8471 | 0.8828 | 0.8101 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 56.5934 | 53.8462 | 59.3407 | 56.5934 | 53.8462 | 59.3407 |
Ratio Avg Win / Avg Loss | 0.9696 | 1.2059 | 0.7201 | 0.6497 | 0.7567 | 0.5551 |
Largest Winning Trade | 212035 | 212035 | 30908 | 17695 | 17695 | 17127 |
Largest Losing Trade | -59360 | -54632 | -59360 | -43399 | -25516 | -43399 |
Avg Bars in Trades | 65 | 83 | 47 | 65 | 83 | 47 |
Avg Bars in Winners | 56 | 67 | 47 | 56 | 67 | 47 |
Avg Bars in Losers | 77 | 101 | 48 | 77 | 101 | 48 |
Bars Traded | 11922 | 7577 | 4345 | 11922 | 7577 | 4345 |
Profit Streak | 0 | 0 | 21.5405 | 0 | 0 | 21.5405 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280862 | 308694 | -342318 | -578970 | -580590 | -578411 |
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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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