Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228727.5774 | 46306.8709 | 182420.7065 | -160717.1925 | 4975.1949 | -165692.3874 |
Total P&L (%) | 228.7276 | 46.3069 | 182.4207 | -160.7172 | 4.9752 | -165.6924 |
Avg Daily Profit (%) | 0.1507 | 0.0305 | 0.1202 | 0 | 0.0032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197512 | -85024 | -139897 | -1204994 | -419533 | -825911 |
Profit Factor | 1.2441 | 1.1078 | 1.3595 | 0.942 | 1.0048 | 0.9043 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 121 | 57 | 64 | 120 | 64 | 56 |
Losing Trades | 110 | 59 | 51 | 111 | 52 | 59 |
Profitability (%) | 52.381 | 49.1379 | 55.6522 | 51.9481 | 55.1724 | 48.6957 |
Ratio Avg Win / Avg Loss | 1.131 | 1.1467 | 1.0834 | 0.8714 | 0.8164 | 0.9528 |
Largest Winning Trade | 46595 | 32797 | 46595 | 148835 | 143311 | 148835 |
Largest Losing Trade | -109592 | -27918 | -109592 | -367419 | -176456 | -367419 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 18 | 19 | 17 | 16 | 17 |
Bars Traded | 4296 | 2137 | 2159 | 4296 | 2137 | 2159 |
Profit Streak | 0 | 0 | 38.085 | 18.085 | 25.4183 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314542 | -256011 | -30378 | -578474 | -570009 | -581255 |
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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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