Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238371.2268 | 329358.7193 | -90987.4926 | -92339.1704 | 28326.7355 | -120665.9059 |
Total P&L (%) | 238.3712 | 329.3587 | -90.9875 | -92.3392 | 28.3267 | -120.6659 |
Avg Daily Profit (%) | 0.1688 | 0.2332 | -0.0644 | -0.1817 | 0.0177 | 0 |
Buy And Hold Return (%) | 82.2321 | 82.2321 | 82.2321 | 82.2321 | 82.2321 | 82.2321 |
Max Trade Drawdown | -211191 | -75246 | -193757 | -79258 | -32519 | -103209 |
Profit Factor | 1.1878 | 1.7278 | 0.8886 | 0.7645 | 1.2049 | 0.5248 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 54.2056 | 56.0748 | 52.3364 | 54.2056 | 56.0748 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.0034 | 1.3535 | 0.8093 | 0.6459 | 0.9439 | 0.478 |
Largest Winning Trade | 56774 | 56774 | 45094 | 17734 | 17734 | 13356 |
Largest Losing Trade | -85987 | -54977 | -85987 | -31393 | -20511 | -31393 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 2764 | 1318 | 1446 | 2764 | 1318 | 1446 |
Profit Streak | 0 | 0 | 511.8033 | 0 | 0 | 511.8033 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7906 | 311285 | -579506 | -578834 | -336406 | -579506 |
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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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