Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112505.1235 | 210376.8001 | -97871.6767 | -88531.745 | 34167.847 | -122699.592 |
Total P&L (%) | 112.5051 | 210.3768 | -97.8717 | -88.5317 | 34.1678 | -122.6996 |
Avg Daily Profit (%) | 0.0905 | 0.1692 | -0.0787 | -0.1741 | 0.0236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216605 | -93936 | -159203 | -275938 | -194380 | -173996 |
Profit Factor | 1.1137 | 1.4546 | 0.8141 | 0.9295 | 1.0531 | 0.7998 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 52.3316 | 47.4227 | 57.2917 | 52.3316 | 47.4227 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.0145 | 1.6127 | 0.6069 | 0.8467 | 1.1676 | 0.5962 |
Largest Winning Trade | 238022 | 238022 | 44744 | 180625 | 180625 | 45614 |
Largest Losing Trade | -57249 | -30761 | -57249 | -77163 | -77163 | -74227 |
Avg Bars in Trades | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Winners | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Losers | 16 | 12 | 23 | 16 | 12 | 23 |
Bars Traded | 3628 | 1354 | 2274 | 3628 | 1354 | 2274 |
Profit Streak | 0 | 0 | 19.5162 | 0 | 0 | 19.5162 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165953 | 305217 | -578787 | -579187 | -327124 | -578787 |
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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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