Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202497.2582 | 274352.346 | -71855.0878 | -91589.5223 | 386560.205 | -478149.7274 |
Total P&L (%) | 202.4973 | 274.3523 | -71.8551 | -91.5895 | 386.5602 | -478.1497 |
Avg Daily Profit (%) | 0.1151 | 0.1559 | -0.0408 | -0.1406 | 0.09 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340565 | -197824 | -209411 | -2319317 | -1361133 | -1552855 |
Profit Factor | 1.1337 | 1.3739 | 0.908 | 0.9881 | 1.1087 | 0.8845 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 53.2787 | 54.918 | 51.6393 | 53.2787 | 54.918 | 51.6393 |
Ratio Avg Win / Avg Loss | 0.9942 | 1.1278 | 0.8503 | 0.8665 | 0.9102 | 0.8284 |
Largest Winning Trade | 190550 | 190550 | 36161 | 671868 | 671868 | 562054 |
Largest Losing Trade | -57836 | -34871 | -57836 | -618403 | -466068 | -618403 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3502 | 1749 | 1753 | 3502 | 1749 | 1753 |
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 | -112497 | 304728 | -580517 | -578798 | -174762 | -580517 |
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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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