Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208953.1436 | 229891.9507 | -20938.8071 | 14622.9428 | 133467.2977 | -118844.3549 |
Total P&L (%) | 208.9531 | 229.892 | -20.9388 | 14.6229 | 133.4673 | -118.8444 |
Avg Daily Profit (%) | 0.2006 | 0.2207 | -0.0201 | 0.0131 | 0.0814 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112773 | -81914 | -87652 | -240357 | -132593 | -179684 |
Profit Factor | 1.3988 | 1.9659 | 0.9268 | 1.0179 | 1.3868 | 0.7474 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Losing Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Profitability (%) | 38.5542 | 43.3735 | 33.7349 | 38.5542 | 43.3735 | 33.7349 |
Ratio Avg Win / Avg Loss | 2.2293 | 2.5666 | 1.8204 | 1.6223 | 1.8106 | 1.4681 |
Largest Winning Trade | 230078 | 230078 | 76093 | 168632 | 168632 | 75321 |
Largest Losing Trade | -35461 | -16979 | -35461 | -85264 | -24069 | -85264 |
Avg Bars in Trades | 148 | 144 | 153 | 148 | 144 | 153 |
Avg Bars in Winners | 263 | 232 | 304 | 263 | 232 | 304 |
Avg Bars in Losers | 76 | 76 | 76 | 76 | 76 | 76 |
Bars Traded | 24677 | 11953 | 12725 | 24677 | 11953 | 12725 |
Profit Streak | 0 | 0 | 44.3695 | 0 | 0 | 44.3695 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 210364 | 310445 | -583237 | -400562 | -85413 | -584348 |
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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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