Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222959.6129 | 420456.4305 | -197496.8176 | -97785.1733 | 49557.1953 | -147342.3686 |
Total P&L (%) | 222.9596 | 420.4564 | -197.4968 | -97.7852 | 49.5572 | -147.3424 |
Avg Daily Profit (%) | 0.0963 | 0.1815 | -0.0853 | -0.1643 | 0.0174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202026 | -164620 | -340995 | -115678 | -55051 | -183472 |
Profit Factor | 1.1327 | 1.483 | 0.7559 | 0.7998 | 1.2391 | 0.4761 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 50 | 48.0315 | 51.9685 | 50 | 48.0315 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.1327 | 1.6045 | 0.6986 | 0.7998 | 1.3407 | 0.44 |
Largest Winning Trade | 130726 | 130726 | 66854 | 48655 | 48655 | 18896 |
Largest Losing Trade | -60997 | -60560 | -60997 | -55791 | -35256 | -55791 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 6646 | 3798 | 2848 | 6646 | 3798 | 2848 |
Profit Streak | 0 | 0 | 22.9403 | 0 | 0 | 22.9403 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137368 | 326573 | -579915 | -579171 | -171999 | -579915 |
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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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