Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392397.5134 | 409514.1904 | -17116.6771 | 3534.7594 | 357558.6335 | -354023.874 |
Total P&L (%) | 392.3975 | 409.5142 | -17.1167 | 3.5348 | 357.5586 | -354.0239 |
Avg Daily Profit (%) | 0.2107 | 0.2199 | -0.0092 | 0.0019 | 0.0817 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169558 | -99999 | -211025 | -485960 | -232539 | -508709 |
Profit Factor | 1.3835 | 1.8954 | 0.9697 | 1.0019 | 1.4721 | 0.679 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 45.8937 | 42.7184 | 49.0385 | 45.8937 | 42.7184 | 49.0385 |
Ratio Avg Win / Avg Loss | 1.6311 | 2.5415 | 1.0078 | 1.1812 | 1.974 | 0.7056 |
Largest Winning Trade | 221477 | 221477 | 40439 | 223792 | 223792 | 105433 |
Largest Losing Trade | -59705 | -24343 | -59705 | -166381 | -67797 | -166381 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 7350 | 3489 | 3861 | 7350 | 3489 | 3861 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320575 | 298016 | -579762 | -575046 | -84730 | -581429 |
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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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