Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155552.0616 | 200144.7811 | -44592.7195 | -44302.1408 | 14250.0214 | -58552.1621 |
Total P&L (%) | 155.5521 | 200.1448 | -44.5927 | -44.3021 | 14.25 | -58.5522 |
Avg Daily Profit (%) | 0.1437 | 0.1848 | -0.0412 | -0.054 | 0.0123 | -0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140165 | -75597 | -88934 | -288748 | -148323 | -203204 |
Profit Factor | 1.2333 | 1.5956 | 0.8652 | 0.9602 | 1.0248 | 0.8912 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 47.2081 | 46.9388 | 47.4747 | 47.2081 | 46.9388 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.3792 | 1.8037 | 0.9572 | 1.0738 | 1.1584 | 0.986 |
Largest Winning Trade | 246610 | 246610 | 35701 | 162059 | 162059 | 71810 |
Largest Losing Trade | -32311 | -26985 | -32311 | -60265 | -58130 | -60265 |
Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Winners | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 12709 | 6441 | 6268 | 12709 | 6441 | 6268 |
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 | -1632 | 324349 | -582050 | -579165 | -404737 | -582050 |
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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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