Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331458.491 | 295268.0691 | 36190.4219 | -44201.6609 | 137827.7045 | -182029.3654 |
Total P&L (%) | 331.4585 | 295.2681 | 36.1904 | -44.2017 | 137.8277 | -182.0294 |
Avg Daily Profit (%) | 0.1524 | 0.1358 | 0.0166 | -0.0268 | 0.0399 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195337 | -115277 | -226619 | -449967 | -210868 | -397773 |
Profit Factor | 1.2918 | 1.5638 | 1.0591 | 0.971 | 1.2078 | 0.7892 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 54.8387 | 48.3871 | 61.2903 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0638 | 1.668 | 0.6689 | 0.7997 | 1.2884 | 0.4984 |
Largest Winning Trade | 97203 | 97203 | 59753 | 150938 | 150938 | 112900 |
Largest Losing Trade | -60722 | -36253 | -60722 | -173915 | -144479 | -173915 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4181 | 2088 | 2093 | 4181 | 2088 | 2093 |
Profit Streak | 19.212 | 0 | 120.212 | 19.212 | 0 | 120.212 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348691 | -9605 | -327495 | -578340 | -140807 | -577920 |
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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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