Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284142.5348 | 275584.351 | 8558.1838 | 35516.9721 | 296616.7336 | -261099.7615 |
Total P&L (%) | 284.1425 | 275.5844 | 8.5582 | 35.517 | 296.6167 | -261.0998 |
Avg Daily Profit (%) | 0.2615 | 0.2536 | 0.0079 | 0.028 | 0.1269 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193212 | -122318 | -94445 | -1714225 | -1069813 | -951814 |
Profit Factor | 1.3459 | 1.6206 | 1.0227 | 1.0067 | 1.1058 | 0.897 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 49.5868 | 47.1074 | 52.0661 | 49.5868 | 47.1074 | 52.0661 |
Ratio Avg Win / Avg Loss | 1.3683 | 1.8196 | 0.9415 | 1.0234 | 1.2416 | 0.8258 |
Largest Winning Trade | 248583 | 248583 | 23136 | 593882 | 593882 | 157205 |
Largest Losing Trade | -42233 | -35977 | -42233 | -273939 | -219771 | -273939 |
Avg Bars in Trades | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Winners | 14 | 17 | 10 | 14 | 17 | 10 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 3055 | 1958 | 1097 | 3055 | 1958 | 1097 |
Profit Streak | 0 | 14.2554 | 0 | 0 | 14.2554 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356194 | 383798 | -545016 | -369954 | -128250 | -580465 |
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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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