Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343345.2566 | 307596.6007 | 35748.6559 | -62508.2218 | 638996.5166 | -701504.7385 |
Total P&L (%) | 343.3453 | 307.5966 | 35.7487 | -62.5082 | 638.9965 | -701.5047 |
Avg Daily Profit (%) | 0.1843 | 0.1651 | 0.0192 | -0.0526 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165849 | -89332 | -148246 | -1535240 | -432466 | -1416493 |
Profit Factor | 1.3816 | 1.7876 | 1.0702 | 0.9848 | 1.4479 | 0.7394 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 121 | 52 | 69 | 121 | 52 | 69 |
Losing Trades | 85 | 51 | 34 | 85 | 51 | 34 |
Profitability (%) | 58.7379 | 50.4854 | 66.9903 | 58.7379 | 50.4854 | 66.9903 |
Ratio Avg Win / Avg Loss | 0.9705 | 1.7532 | 0.5273 | 0.6918 | 1.42 | 0.3643 |
Largest Winning Trade | 111669 | 111669 | 42709 | 311771 | 300334 | 311771 |
Largest Losing Trade | -86906 | -38955 | -86906 | -1285623 | -171410 | -1285623 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 7145 | 3367 | 3777 | 7145 | 3367 | 3777 |
Profit Streak | 0 | 29.2616 | 0 | 0 | 29.2616 | 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 | 310092 | 397312 | -312592 | -578566 | -47854 | -578577 |
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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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