Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186565.0824 | 196812.1105 | -10247.028 | -4638.8955 | 107460.4179 | -112099.3134 |
Total P&L (%) | 186.5651 | 196.8121 | -10.247 | -4.6389 | 107.4604 | -112.0993 |
Avg Daily Profit (%) | 0.1532 | 0.1616 | -0.0084 | -0.0039 | 0.06 | 0 |
Buy And Hold Return (%) | 21.3173 | 21.3173 | 21.3173 | 21.3173 | 21.3173 | 21.3173 |
Max Trade Drawdown | -103363 | -85888 | -137971 | -108345 | -72973 | -170904 |
Profit Factor | 1.2012 | 1.4692 | 0.9798 | 0.9942 | 1.3172 | 0.7573 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 51.6279 | 52.3364 | 50.9259 | 51.6279 | 52.3364 | 50.9259 |
Ratio Avg Win / Avg Loss | 1.1255 | 1.338 | 0.9442 | 0.9315 | 1.1996 | 0.7297 |
Largest Winning Trade | 59315 | 59315 | 26034 | 48146 | 48146 | 21902 |
Largest Losing Trade | -49276 | -34888 | -49276 | -46943 | -37579 | -46943 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 3543 | 2036 | 1507 | 3543 | 2036 | 1507 |
Profit Streak | 11.4317 | 0 | 13.0983 | 11.4317 | 0 | 13.0983 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322160 | 314009 | -580039 | -578530 | -113678 | -580039 |
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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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