Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331215.5925 | 341117.4411 | -9901.8487 | -44082.8776 | 190506.5314 | -234589.409 |
Total P&L (%) | 331.2156 | 341.1174 | -9.9018 | -44.0829 | 190.5065 | -234.5894 |
Avg Daily Profit (%) | 0.1865 | 0.1921 | -0.0056 | -0.0327 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227446 | -84030 | -165355 | -393314 | -147138 | -285068 |
Profit Factor | 1.3238 | 1.7546 | 0.9827 | 0.9655 | 1.3937 | 0.7048 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Losing Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Profitability (%) | 42.6471 | 46.0784 | 39.2157 | 42.6471 | 46.0784 | 39.2157 |
Ratio Avg Win / Avg Loss | 1.7802 | 2.0533 | 1.5231 | 1.2985 | 1.6309 | 1.0924 |
Largest Winning Trade | 168423 | 168423 | 75779 | 154077 | 154077 | 73376 |
Largest Losing Trade | -59670 | -30260 | -59670 | -132451 | -79064 | -132451 |
Avg Bars in Trades | 103 | 74 | 132 | 103 | 74 | 132 |
Avg Bars in Winners | 149 | 97 | 209 | 149 | 97 | 209 |
Avg Bars in Losers | 69 | 54 | 82 | 69 | 54 | 82 |
Bars Traded | 21079 | 7550 | 13528 | 21079 | 7550 | 13528 |
Profit Streak | 0 | 0 | 11.9636 | 0 | 0 | 11.9636 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253951 | 326609 | -581852 | -580902 | -112761 | -582963 |
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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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