Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122729.5021 | 164378.8533 | -41649.3511 | -58214.2276 | -28445.8108 | -29768.4167 |
Total P&L (%) | 122.7295 | 164.3789 | -41.6494 | -58.2142 | -28.4458 | -29.7684 |
Avg Daily Profit (%) | 0.1134 | 0.1519 | -0.0385 | -0.0806 | -0.0309 | -0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183499 | -100915 | -92203 | -383446 | -243386 | -166382 |
Profit Factor | 1.1617 | 1.4561 | 0.8955 | 0.9548 | 0.9572 | 0.9522 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 50.5263 | 48.4211 | 52.6316 | 50.5263 | 48.4211 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.1375 | 1.551 | 0.8059 | 0.9349 | 1.0197 | 0.857 |
Largest Winning Trade | 227928 | 227928 | 36877 | 158268 | 158268 | 102058 |
Largest Losing Trade | -32314 | -28929 | -32314 | -84286 | -84286 | -71207 |
Avg Bars in Trades | 16 | 18 | 13 | 16 | 18 | 13 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 3092 | 1784 | 1308 | 3092 | 1784 | 1308 |
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 | -82882 | 313990 | -580459 | -579437 | -579748 | -580459 |
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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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