Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278778.2828 | 343693.6084 | -64915.3257 | -98320.2337 | 9864.8297 | -108185.0633 |
Total P&L (%) | 278.7783 | 343.6936 | -64.9153 | -98.3202 | 9.8648 | -108.1851 |
Avg Daily Profit (%) | 0.1497 | 0.1846 | -0.0349 | -0.2192 | 0.0051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187730 | -87547 | -214178 | -87324 | -21165 | -102300 |
Profit Factor | 1.1643 | 1.5341 | 0.9384 | 0.6685 | 1.1044 | 0.4648 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 55.6017 | 52.8926 | 58.3333 | 55.6017 | 52.8926 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9297 | 1.3663 | 0.6703 | 0.5338 | 0.9836 | 0.332 |
Largest Winning Trade | 79547 | 79547 | 42473 | 8319 | 8319 | 7408 |
Largest Losing Trade | -88623 | -39242 | -88623 | -61838 | -11958 | -61838 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 10940 | 5502 | 5438 | 10940 | 5502 | 5438 |
Profit Streak | 0 | 0 | 72.7036 | 0 | 0 | 72.7036 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32658 | 329248 | -578507 | -578790 | -459011 | -578507 |
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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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