Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158948.8691 | 202178.745 | -43229.8759 | -60203.7884 | 80375.4383 | -140579.2267 |
Total P&L (%) | 158.9489 | 202.1787 | -43.2299 | -60.2038 | 80.3754 | -140.5792 |
Avg Daily Profit (%) | 0.1483 | 0.1886 | -0.0403 | -0.0859 | 0.0551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195863 | -111994 | -110427 | -428885 | -258517 | -272186 |
Profit Factor | 1.2344 | 1.5645 | 0.8649 | 0.9597 | 1.1049 | 0.807 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 1.314 | 1.7731 | 0.8649 | 1.0216 | 1.2523 | 0.807 |
Largest Winning Trade | 306944 | 306944 | 26412 | 345406 | 345406 | 83048 |
Largest Losing Trade | -36695 | -26495 | -36695 | -94900 | -81222 | -94900 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 4034 | 2121 | 1913 | 4034 | 2121 | 1913 |
Profit Streak | 19.1142 | 27.6142 | 19.1142 | 19.1142 | 27.6142 | 19.1142 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245384 | 364013 | -579732 | -576915 | -224711 | -579732 |
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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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