Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277230.4469 | 305999.3191 | -28768.8722 | -83828.0617 | 44642.9995 | -128471.0611 |
Total P&L (%) | 277.2304 | 305.9993 | -28.7689 | -83.8281 | 44.643 | -128.4711 |
Avg Daily Profit (%) | 0.1485 | 0.1639 | -0.0154 | -0.0976 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143956 | -105743 | -135196 | -228052 | -230484 | -199094 |
Profit Factor | 1.154 | 1.3418 | 0.9682 | 0.9522 | 1.0491 | 0.8479 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 200 | 95 | 105 | 200 | 95 | 105 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 57.3066 | 54.5977 | 60 | 57.3066 | 54.5977 | 60 |
Ratio Avg Win / Avg Loss | 0.8597 | 1.1158 | 0.6455 | 0.7094 | 0.8724 | 0.5653 |
Largest Winning Trade | 89076 | 89076 | 34062 | 58824 | 58824 | 52191 |
Largest Losing Trade | -68123 | -39931 | -68123 | -108865 | -79268 | -108865 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 3624 | 1894 | 1730 | 3624 | 1894 | 1730 |
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 | -44563 | 319735 | -578842 | -577728 | -335176 | -578842 |
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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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