Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228164.669 | 254466.0541 | -26301.3851 | -30780.5512 | 774718.0453 | -805498.5964 |
Total P&L (%) | 228.1647 | 254.4661 | -26.3014 | -30.7806 | 774.718 | -805.4986 |
Avg Daily Profit (%) | 0.1845 | 0.2057 | -0.0213 | -0.0297 | 0.1755 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227908 | -81499 | -166981 | -1761090 | -381780 | -1399900 |
Profit Factor | 1.2231 | 1.5611 | 0.9538 | 0.9914 | 1.6102 | 0.6516 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 50.2564 | 48.4536 | 52.0408 | 50.2564 | 48.4536 | 52.0408 |
Ratio Avg Win / Avg Loss | 1.2106 | 1.6608 | 0.879 | 0.9813 | 1.713 | 0.6005 |
Largest Winning Trade | 139771 | 139771 | 36156 | 589034 | 589034 | 179908 |
Largest Losing Trade | -39475 | -27869 | -39475 | -636729 | -163065 | -636729 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3605 | 1796 | 1810 | 3605 | 1796 | 1810 |
Profit Streak | 7.572 | 0 | 13.572 | 7.572 | 0 | 13.572 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328041 | 354296 | -579927 | -578767 | 369258 | -579927 |
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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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