Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314487.0282 | 443584.2216 | -129097.1934 | -87492.1097 | 467486.9043 | -554979.014 |
Total P&L (%) | 314.487 | 443.5842 | -129.0972 | -87.4921 | 467.4869 | -554.979 |
Avg Daily Profit (%) | 0.1357 | 0.1913 | -0.0557 | -0.0896 | 0.0749 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195736 | -190871 | -199997 | -801938 | -747379 | -695602 |
Profit Factor | 1.2364 | 1.49 | 0.6961 | 0.9692 | 1.2647 | 0.4828 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Profitability (%) | 50.655 | 53.5088 | 47.8261 | 50.655 | 53.5088 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.2044 | 1.2945 | 0.7594 | 0.9441 | 1.0988 | 0.5267 |
Largest Winning Trade | 86905 | 86905 | 15714 | 259226 | 259226 | 56621 |
Largest Losing Trade | -85869 | -85869 | -45115 | -306069 | -306069 | -251525 |
Avg Bars in Trades | 28 | 52 | 4 | 28 | 52 | 4 |
Avg Bars in Winners | 19 | 34 | 4 | 19 | 34 | 4 |
Avg Bars in Losers | 37 | 74 | 4 | 37 | 74 | 4 |
Bars Traded | 6486 | 6014 | 472 | 6486 | 6014 | 472 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10680 | 323837 | -581594 | -579216 | -92851 | -581594 |
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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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