Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218966.6385 | 318465.7531 | -99499.1146 | -113132.0544 | 72996.7496 | -186128.804 |
Total P&L (%) | 218.9666 | 318.4658 | -99.4991 | -113.1321 | 72.9968 | -186.1288 |
Avg Daily Profit (%) | 0.1051 | 0.1529 | -0.0478 | 0 | 0.0263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225979 | -174659 | -332317 | -352615 | -149012 | -337482 |
Profit Factor | 1.125 | 1.4437 | 0.9037 | 0.8919 | 1.1814 | 0.7108 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 200 | 101 | 99 | 188 | 95 | 93 |
Losing Trades | 188 | 93 | 95 | 200 | 99 | 101 |
Profitability (%) | 51.5464 | 52.0619 | 51.0309 | 48.4536 | 48.9691 | 47.9381 |
Ratio Avg Win / Avg Loss | 1.0575 | 1.3294 | 0.8672 | 0.9488 | 1.2311 | 0.772 |
Largest Winning Trade | 110158 | 110158 | 52351 | 64754 | 58337 | 64754 |
Largest Losing Trade | -124845 | -46224 | -124845 | -127840 | -66232 | -127840 |
Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Winners | 66 | 60 | 73 | 62 | 55 | 69 |
Avg Bars in Losers | 60 | 51 | 69 | 65 | 56 | 73 |
Bars Traded | 24767 | 10916 | 13850 | 24767 | 10916 | 13850 |
Profit Streak | 15.6642 | 40.2475 | 15.6642 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132306 | 372073 | -579603 | -579351 | -178652 | -581119 |
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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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