Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268595.3004 | 323580.701 | -54985.4006 | -99594.369 | 120482.831 | -220077.2 |
Total P&L (%) | 268.5953 | 323.5807 | -54.9854 | -99.5944 | 120.4828 | -220.0772 |
Avg Daily Profit (%) | 0.1677 | 0.202 | -0.0343 | -0.3433 | 0.0494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243472 | -153758 | -231331 | -1032672 | -424646 | -644521 |
Profit Factor | 1.1994 | 1.6172 | 0.9331 | 0.9669 | 1.1061 | 0.8823 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 58.6207 | 52.9412 | 64.3564 | 58.6207 | 52.9412 | 64.3564 |
Ratio Avg Win / Avg Loss | 0.8467 | 1.4375 | 0.5168 | 0.6825 | 0.9832 | 0.4887 |
Largest Winning Trade | 166824 | 166824 | 52322 | 226434 | 158778 | 226434 |
Largest Losing Trade | -95759 | -31411 | -95759 | -612193 | -184421 | -612193 |
Avg Bars in Trades | 92 | 78 | 107 | 92 | 78 | 107 |
Avg Bars in Winners | 77 | 60 | 92 | 77 | 60 | 92 |
Avg Bars in Losers | 114 | 97 | 135 | 114 | 97 | 135 |
Bars Traded | 18865 | 7970 | 10895 | 18865 | 7970 | 10895 |
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 | 242112 | 348763 | -579201 | -578597 | -232345 | -579201 |
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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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