Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200318.3614 | -29034.7851 | 229353.1465 | 1051.037 | -252254.6812 | 253305.7182 |
Total P&L (%) | 200.3184 | -29.0348 | 229.3531 | 1.051 | -252.2547 | 253.3057 |
Avg Daily Profit (%) | 0.1314 | -0.0191 | 0.1505 | 0.0007 | 0 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109575 | -110667 | -88990 | -394044 | -284726 | -220412 |
Profit Factor | 1.1643 | 0.9553 | 1.4026 | 1.0004 | 0.7958 | 1.2135 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 203 | 99 | 104 | 203 | 99 | 104 |
Losing Trades | 190 | 98 | 92 | 190 | 98 | 92 |
Profitability (%) | 51.6539 | 50.2538 | 53.0612 | 51.6539 | 50.2538 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.0898 | 0.9456 | 1.2407 | 0.9364 | 0.7878 | 1.0735 |
Largest Winning Trade | 42963 | 42963 | 24282 | 87582 | 73587 | 87582 |
Largest Losing Trade | -51309 | -51309 | -50964 | -196253 | -79063 | -196253 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 22 | 14 | 29 | 22 | 14 | 29 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 8888 | 3864 | 5024 | 8888 | 3864 | 5024 |
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 | -54795 | -579991 | 325935 | -576839 | -579991 | -81647 |
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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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