Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195005.9047 | 139802.7577 | 55203.147 | -63187.3527 | 30183.4286 | -93370.7814 |
Total P&L (%) | 195.0059 | 139.8028 | 55.2031 | -63.1874 | 30.1834 | -93.3708 |
Avg Daily Profit (%) | 0.1881 | 0.1349 | 0.0533 | -0.0964 | 0.0255 | -0.2615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125780 | -121098 | -109060 | -81654 | -39494 | -102032 |
Profit Factor | 1.2192 | 1.3016 | 1.1295 | 0.8581 | 1.1669 | 0.6468 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 53.1579 | 45.2632 | 61.0526 | 53.1579 | 45.2632 | 61.0526 |
Ratio Avg Win / Avg Loss | 1.0743 | 1.574 | 0.7206 | 0.7561 | 1.4111 | 0.4126 |
Largest Winning Trade | 198705 | 198705 | 37727 | 38676 | 38676 | 13083 |
Largest Losing Trade | -63973 | -35368 | -63973 | -60467 | -16257 | -60467 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Losers | 19 | 19 | 21 | 19 | 19 | 21 |
Bars Traded | 3999 | 1874 | 2125 | 3999 | 1874 | 2125 |
Profit Streak | 0 | 0 | 23.226 | 0 | 0 | 23.226 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316500 | -13626 | -200532 | -579095 | -200764 | -578821 |
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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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