Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143498.2044 | 301774.1456 | -158275.9412 | -96463.7491 | 4562.1737 | -101025.9227 |
Total P&L (%) | 143.4982 | 301.7741 | -158.2759 | -96.4637 | 4.5622 | -101.0259 |
Avg Daily Profit (%) | 0.0763 | 0.1604 | -0.0841 | -0.1775 | 0.0024 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180191 | -123100 | -216268 | -121462 | -53072 | -103496 |
Profit Factor | 1.0747 | 1.3037 | 0.8294 | 0.7037 | 1.0295 | 0.4091 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Losing Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Profitability (%) | 52.6992 | 53.0928 | 52.3077 | 52.6992 | 53.0928 | 52.3077 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.1518 | 0.7562 | 0.6316 | 0.9096 | 0.373 |
Largest Winning Trade | 99137 | 99137 | 36889 | 53707 | 53707 | 14601 |
Largest Losing Trade | -65275 | -41844 | -65275 | -31038 | -31038 | -29166 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 5463 | 3021 | 2442 | 5463 | 3021 | 2442 |
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 | -228481 | 307009 | -579735 | -578116 | -544021 | -579735 |
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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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