Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181097.0021 | 184091.6611 | -2994.659 | -30257.4066 | -7710.0441 | -22547.3625 |
Total P&L (%) | 181.097 | 184.0917 | -2.9947 | -30.2574 | -7.71 | -22.5474 |
Avg Daily Profit (%) | 0.1682 | 0.171 | -0.0028 | -0.0335 | -0.0075 | -0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131433 | -112552 | -82170 | -249091 | -183126 | -149149 |
Profit Factor | 1.2406 | 1.4955 | 0.9921 | 0.9746 | 0.987 | 0.9623 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 52.5773 | 49.4845 | 55.6701 | 52.5773 | 49.4845 | 55.6701 |
Ratio Avg Win / Avg Loss | 1.119 | 1.5266 | 0.79 | 0.8791 | 1.0076 | 0.7662 |
Largest Winning Trade | 237282 | 237282 | 36557 | 176352 | 176352 | 72981 |
Largest Losing Trade | -37150 | -18751 | -37150 | -55691 | -55691 | -55141 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 3149 | 1599 | 1549 | 3149 | 1599 | 1549 |
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 | 313121 | 343601 | -580060 | -579150 | -579329 | -580060 |
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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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