Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194841.7852 | 248050.505 | -53208.7197 | -61575.6634 | 217460.1104 | -279035.7738 |
Total P&L (%) | 194.8418 | 248.0505 | -53.2087 | -61.5757 | 217.4601 | -279.0358 |
Avg Daily Profit (%) | 0.159 | 0.2025 | -0.0434 | -0.078 | 0.0943 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196580 | -128032 | -196670 | -703922 | -426736 | -484093 |
Profit Factor | 1.1239 | 1.3336 | 0.9358 | 0.9775 | 1.1667 | 0.8047 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 215 | 102 | 113 | 215 | 102 | 113 |
Losing Trades | 224 | 118 | 106 | 224 | 118 | 106 |
Profitability (%) | 48.9749 | 46.3636 | 51.5982 | 48.9749 | 46.3636 | 51.5982 |
Ratio Avg Win / Avg Loss | 1.171 | 1.5428 | 0.8778 | 1.0184 | 1.3497 | 0.7549 |
Largest Winning Trade | 114890 | 114890 | 34763 | 228898 | 228898 | 103623 |
Largest Losing Trade | -55236 | -30955 | -55236 | -149040 | -109109 | -149040 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 14539 | 7287 | 7252 | 14539 | 7287 | 7252 |
Profit Streak | 4.2279 | 12.4779 | 0 | 4.2279 | 12.4779 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75049 | 335085 | -579980 | -577223 | -103917 | -579980 |
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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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