Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247585.3205 | 301732.6605 | -54147.3399 | -99565.746 | -38240.3148 | -61325.4312 |
Total P&L (%) | 247.5853 | 301.7327 | -54.1473 | -99.5657 | -38.2403 | -61.3254 |
Avg Daily Profit (%) | 0.1252 | 0.1526 | -0.0274 | -0.2748 | -0.0244 | -0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146600 | -108855 | -268007 | -108035 | -69087 | -89805 |
Profit Factor | 1.2056 | 1.5253 | 0.9141 | 0.5918 | 0.6856 | 0.4985 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 51.1737 | 50.9434 | 51.4019 | 51.1737 | 50.9434 | 51.4019 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.4688 | 0.8642 | 0.5646 | 0.6602 | 0.4713 |
Largest Winning Trade | 82485 | 82485 | 46667 | 27012 | 27012 | 16232 |
Largest Losing Trade | -98703 | -71392 | -98703 | -31837 | -20969 | -31837 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 5786 | 2968 | 2818 | 5786 | 2968 | 2818 |
Profit Streak | 491.3271 | 0 | 497.6605 | 491.3271 | 0 | 497.6605 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24193 | 316984 | -580003 | -578648 | -580649 | -580003 |
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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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