Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304432.6309 | 331275.7558 | -26843.1249 | -88354.6179 | 17398.5284 | -105753.1463 |
Total P&L (%) | 304.4326 | 331.2758 | -26.8431 | -88.3546 | 17.3985 | -105.7531 |
Avg Daily Profit (%) | 0.1608 | 0.175 | -0.0142 | -0.1135 | 0.0085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205775 | -123366 | -124432 | -375166 | -173572 | -257996 |
Profit Factor | 1.2605 | 1.5702 | 0.9543 | 0.9202 | 1.0352 | 0.8273 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 48.5477 | 44.1667 | 52.8926 | 48.5477 | 44.1667 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.3359 | 1.985 | 0.8499 | 0.9752 | 1.3086 | 0.7368 |
Largest Winning Trade | 272020 | 272020 | 44520 | 93274 | 90857 | 93274 |
Largest Losing Trade | -90023 | -35741 | -90023 | -222009 | -137172 | -222009 |
Avg Bars in Trades | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Winners | 122 | 120 | 124 | 122 | 120 | 124 |
Avg Bars in Losers | 64 | 60 | 70 | 64 | 60 | 70 |
Bars Traded | 22399 | 10468 | 11931 | 22399 | 10468 | 11931 |
Profit Streak | 15.789 | 0 | 23.2056 | 15.789 | 0 | 23.2056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302560 | 278985 | -580089 | -579502 | -374462 | -580089 |
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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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