Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197295.7553 | 216522.7702 | -19227.0148 | -170041.1642 | 39965.7539 | -210006.9181 |
Total P&L (%) | 197.2958 | 216.5228 | -19.227 | -170.0412 | 39.9658 | -210.0069 |
Avg Daily Profit (%) | 0.1931 | 0.2119 | -0.0188 | 0 | 0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143974 | -94616 | -168730 | -428472 | -168877 | -274512 |
Profit Factor | 1.201 | 1.55 | 0.9673 | 0.8685 | 1.0788 | 0.7327 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 100 | 44 | 56 | 91 | 44 | 47 |
Losing Trades | 89 | 51 | 38 | 98 | 51 | 47 |
Profitability (%) | 52.9101 | 46.3158 | 59.5745 | 48.1481 | 46.3158 | 50 |
Ratio Avg Win / Avg Loss | 1.0689 | 1.7966 | 0.6564 | 0.9353 | 1.2504 | 0.7327 |
Largest Winning Trade | 249319 | 249319 | 38097 | 211094 | 211094 | 46980 |
Largest Losing Trade | -143628 | -26633 | -143628 | -206580 | -56841 | -206580 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 37 | 35 | 38 | 36 | 33 | 39 |
Avg Bars in Losers | 25 | 24 | 25 | 27 | 26 | 27 |
Bars Traded | 5962 | 2842 | 3119 | 5962 | 2842 | 3119 |
Profit Streak | 32.2833 | 32.2833 | 55.2833 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356728 | 359538 | -578374 | -580508 | -286464 | -581081 |
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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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