Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187583.0891 | 313261.6888 | -125678.5996 | -95285.6882 | 51234.2757 | -146519.9639 |
Total P&L (%) | 187.5831 | 313.2617 | -125.6786 | -95.2857 | 51.2343 | -146.52 |
Avg Daily Profit (%) | 0.0989 | 0.1652 | -0.0663 | -0.1609 | 0.0218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307070 | -201261 | -136786 | -844450 | -640338 | -207049 |
Profit Factor | 1.1595 | 1.4135 | 0.6998 | 0.9207 | 1.0596 | 0.5714 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 47.6987 | 48.7395 | 46.6667 | 47.6987 | 48.7395 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.2714 | 1.4867 | 0.7998 | 1.0095 | 1.1144 | 0.6531 |
Largest Winning Trade | 297304 | 297304 | 31120 | 602230 | 602230 | 44294 |
Largest Losing Trade | -50665 | -45571 | -50665 | -386942 | -386942 | -157539 |
Avg Bars in Trades | 92 | 144 | 40 | 92 | 144 | 40 |
Avg Bars in Winners | 87 | 128 | 44 | 87 | 128 | 44 |
Avg Bars in Losers | 96 | 159 | 36 | 96 | 159 | 36 |
Bars Traded | 21996 | 17189 | 4807 | 21996 | 17189 | 4807 |
Profit Streak | 7.2995 | 11.5495 | 7.2995 | 7.2995 | 11.5495 | 7.2995 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104508 | 304652 | -581628 | -577609 | -319560 | -581628 |
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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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