Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263539.202 | 335475.1986 | -71935.9966 | -59093.8365 | 24430.0151 | -83523.8516 |
Total P&L (%) | 263.5392 | 335.4752 | -71.936 | -59.0938 | 24.43 | -83.5239 |
Avg Daily Profit (%) | 0.1866 | 0.2376 | -0.0509 | -0.0633 | 0.0155 | -0.1276 |
Buy And Hold Return (%) | 73.407 | 73.407 | 73.407 | 73.407 | 73.407 | 73.407 |
Max Trade Drawdown | -124316 | -137663 | -107312 | -120154 | -104153 | -103067 |
Profit Factor | 1.2684 | 1.6973 | 0.8563 | 0.9137 | 1.0735 | 0.7627 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 51.5837 | 50.4505 | 52.7273 | 51.5837 | 50.4505 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.1905 | 1.667 | 0.7678 | 0.8576 | 1.0543 | 0.6838 |
Largest Winning Trade | 164459 | 164459 | 41181 | 58970 | 58970 | 25878 |
Largest Losing Trade | -45265 | -36930 | -45265 | -59583 | -43387 | -59583 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 27 | 32 | 21 | 27 | 32 | 21 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 5393 | 2849 | 2544 | 5393 | 2849 | 2544 |
Profit Streak | 0 | 0 | 489.3591 | 0 | 0 | 489.3591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232233 | 342728 | -579823 | -579138 | -477594 | -579823 |
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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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