Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329226.3456 | 387058.0328 | -57831.6872 | -62143.4092 | 223558.6685 | -285702.0777 |
Total P&L (%) | 329.2263 | 387.058 | -57.8317 | -62.1434 | 223.5587 | -285.7021 |
Avg Daily Profit (%) | 0.1749 | 0.2057 | -0.0307 | -0.0516 | 0.0624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183145 | -86263 | -159553 | -253399 | -79437 | -299658 |
Profit Factor | 1.2402 | 1.7402 | 0.9318 | 0.95 | 1.5664 | 0.663 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 50.4274 | 48.7179 | 52.1368 | 50.4274 | 48.7179 | 52.1368 |
Ratio Avg Win / Avg Loss | 1.2192 | 1.8317 | 0.8554 | 0.9339 | 1.6489 | 0.6086 |
Largest Winning Trade | 87219 | 87219 | 52962 | 84391 | 58233 | 84391 |
Largest Losing Trade | -67368 | -36005 | -67368 | -170688 | -38595 | -170688 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 3603 | 1825 | 1778 | 3603 | 1825 | 1778 |
Profit Streak | 18.0591 | 18.0591 | 22.0591 | 18.0591 | 18.0591 | 22.0591 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350971 | 398472 | -579917 | -578154 | -106668 | -579917 |
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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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