Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178850.727 | 181371.7276 | -2521.0006 | 26245.2507 | 236496.5488 | -210251.2981 |
Total P&L (%) | 178.8507 | 181.3717 | -2.521 | 26.2453 | 236.4965 | -210.2513 |
Avg Daily Profit (%) | 0.1646 | 0.1669 | -0.0023 | 0.0214 | 0.1117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117051 | -98122 | -84948 | -339780 | -224531 | -291702 |
Profit Factor | 1.2382 | 1.4696 | 0.9931 | 1.0136 | 1.2562 | 0.7907 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 47.2362 | 46 | 48.4848 | 47.2362 | 46 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.3831 | 1.7252 | 1.0552 | 1.1322 | 1.4746 | 0.8401 |
Largest Winning Trade | 98095 | 98095 | 24565 | 165946 | 165946 | 77079 |
Largest Losing Trade | -37635 | -34645 | -37635 | -151350 | -104922 | -151350 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3064 | 1540 | 1524 | 3064 | 1540 | 1524 |
Profit Streak | 9.2553 | 14.2553 | 0 | 9.2553 | 14.2553 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285699 | 309538 | -579712 | -372291 | -44993 | -581379 |
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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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