Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275907.3657 | 281257.1822 | -5349.8165 | -60494.8188 | 298716.9116 | -359211.7304 |
Total P&L (%) | 275.9074 | 281.2572 | -5.3498 | -60.4948 | 298.7169 | -359.2117 |
Avg Daily Profit (%) | 0.1731 | 0.1764 | -0.0034 | -0.0582 | 0.0868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202592 | -122973 | -184496 | -434400 | -190797 | -467097 |
Profit Factor | 1.2254 | 1.5065 | 0.992 | 0.9708 | 1.313 | 0.6782 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 56.4356 | 56.4356 | 56.4356 | 56.4356 | 56.4356 | 56.4356 |
Ratio Avg Win / Avg Loss | 0.9459 | 1.1629 | 0.7658 | 0.7494 | 1.0135 | 0.5236 |
Largest Winning Trade | 90040 | 90040 | 49614 | 154423 | 154423 | 62344 |
Largest Losing Trade | -56729 | -39953 | -56729 | -123962 | -121617 | -123962 |
Avg Bars in Trades | 92 | 77 | 106 | 92 | 77 | 106 |
Avg Bars in Winners | 83 | 67 | 99 | 83 | 67 | 99 |
Avg Bars in Losers | 103 | 91 | 116 | 103 | 91 | 116 |
Bars Traded | 18635 | 7854 | 10781 | 18635 | 7854 | 10781 |
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 | 260793 | 335340 | -580228 | -578886 | -76352 | -580228 |
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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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