Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176493.4447 | 201094.566 | -24601.1213 | -45945.6787 | 281975.0857 | -327920.7644 |
Total P&L (%) | 176.4934 | 201.0946 | -24.6011 | -45.9457 | 281.9751 | -327.9208 |
Avg Daily Profit (%) | 0.1411 | 0.1607 | -0.0197 | -0.0492 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164259 | -93940 | -120994 | -1323949 | -755872 | -746168 |
Profit Factor | 1.1427 | 1.3753 | 0.9649 | 0.9918 | 1.1136 | 0.8953 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 213 | 92 | 121 | 213 | 92 | 121 |
Losing Trades | 173 | 101 | 72 | 173 | 101 | 72 |
Profitability (%) | 55.1813 | 47.6684 | 62.6943 | 55.1813 | 47.6684 | 62.6943 |
Ratio Avg Win / Avg Loss | 0.9281 | 1.5098 | 0.5742 | 0.8056 | 1.2226 | 0.5327 |
Largest Winning Trade | 59680 | 59680 | 35321 | 426764 | 426764 | 112672 |
Largest Losing Trade | -54934 | -23872 | -54934 | -253917 | -163597 | -253917 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 45 | 37 | 57 | 45 | 37 | 57 |
Bars Traded | 14773 | 6688 | 8086 | 14773 | 6688 | 8086 |
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 | -67231 | 305605 | -578677 | -578088 | -145891 | -578677 |
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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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