Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194699.8049 | 294163.7369 | -99463.932 | -89237.7981 | 10522.6815 | -99760.4796 |
Total P&L (%) | 194.6998 | 294.1637 | -99.4639 | -89.2378 | 10.5227 | -99.7605 |
Avg Daily Profit (%) | 0.1003 | 0.1516 | -0.0513 | -0.1148 | 0.0052 | -0.3105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237859 | -164053 | -245688 | -180035 | -119836 | -128473 |
Profit Factor | 1.0994 | 1.3253 | 0.9057 | 0.9204 | 1.0204 | 0.8353 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 230 | 112 | 118 | 230 | 112 | 118 |
Losing Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Profitability (%) | 50 | 48.6957 | 51.3043 | 50 | 48.6957 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.0994 | 1.3963 | 0.8597 | 0.9204 | 1.0751 | 0.7928 |
Largest Winning Trade | 110288 | 110288 | 43206 | 26764 | 26764 | 23243 |
Largest Losing Trade | -54070 | -33557 | -54070 | -41878 | -33953 | -41878 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 11607 | 5791 | 5816 | 11607 | 5791 | 5816 |
Profit Streak | 0 | 13.5771 | 0 | 0 | 13.5771 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167550 | 304774 | -579683 | -578096 | -532521 | -579683 |
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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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