Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292693.8257 | 308651.428 | -15957.6023 | -102198.6438 | 90159.5537 | -192358.1974 |
Total P&L (%) | 292.6938 | 308.6514 | -15.9576 | -102.1986 | 90.1596 | -192.3582 |
Avg Daily Profit (%) | 0.1572 | 0.1658 | -0.0086 | 0 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139160 | -92499 | -127282 | -188506 | -47268 | -184121 |
Profit Factor | 1.21 | 1.5831 | 0.9815 | 0.804 | 1.6692 | 0.5024 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 119 | 57 | 62 | 117 | 59 | 58 |
Losing Trades | 115 | 60 | 55 | 117 | 58 | 59 |
Profitability (%) | 50.8547 | 48.7179 | 52.9915 | 50 | 50.4274 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.1694 | 1.6664 | 0.8707 | 0.804 | 1.6409 | 0.5111 |
Largest Winning Trade | 63369 | 63369 | 49605 | 48848 | 48848 | 23205 |
Largest Losing Trade | -103126 | -38590 | -103126 | -142075 | -25911 | -142075 |
Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Winners | 15 | 12 | 17 | 14 | 14 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 13 | 18 |
Bars Traded | 3568 | 1593 | 1975 | 3568 | 1593 | 1975 |
Profit Streak | 11.1755 | 0 | 67.1755 | 0 | 20.6755 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325453 | 352410 | -578920 | -579275 | -142972 | -580909 |
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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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