Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178852.1995 | 22125.145 | 156727.0546 | 36964.5025 | -179629.0446 | 216593.5471 |
Total P&L (%) | 178.8522 | 22.1251 | 156.7271 | 36.9645 | -179.629 | 216.5935 |
Avg Daily Profit (%) | 0.1726 | 0.0213 | 0.1512 | 0.0304 | 0 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107127 | -143829 | -56434 | -378231 | -416588 | -168157 |
Profit Factor | 1.2669 | 1.0557 | 1.5747 | 1.0206 | 0.8315 | 1.2991 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 98 | 40 | 58 | 98 | 40 | 58 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 49.4949 | 40.404 | 58.5859 | 49.4949 | 40.404 | 58.5859 |
Ratio Avg Win / Avg Loss | 1.2927 | 1.5571 | 1.1132 | 1.0415 | 1.2265 | 0.9183 |
Largest Winning Trade | 113277 | 113277 | 31517 | 213102 | 213102 | 76631 |
Largest Losing Trade | -30812 | -30812 | -27132 | -113340 | -113340 | -112230 |
Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 6099 | 2794 | 3304 | 6099 | 2794 | 3304 |
Profit Streak | 0 | 0 | 21.1643 | 0 | 0 | 21.1643 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291887 | -331755 | 405263 | -351805 | -582855 | -43773 |
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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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