Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395518.8653 | 324616.3007 | 70902.5647 | -2128.2946 | 206461.615 | -208589.9097 |
Total P&L (%) | 395.5189 | 324.6163 | 70.9026 | -2.1283 | 206.4616 | -208.5899 |
Avg Daily Profit (%) | 0.2078 | 0.1706 | 0.0373 | -0.0011 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157931 | -112357 | -116532 | -1006659 | -630394 | -410213 |
Profit Factor | 1.4149 | 1.6561 | 1.1547 | 0.9993 | 1.1247 | 0.8653 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 46.7005 | 45.4545 | 47.9592 | 46.7005 | 45.4545 | 47.9592 |
Ratio Avg Win / Avg Loss | 1.6149 | 1.9873 | 1.2529 | 1.1405 | 1.3496 | 0.939 |
Largest Winning Trade | 328354 | 328354 | 66123 | 616540 | 616540 | 148557 |
Largest Losing Trade | -40615 | -34587 | -40615 | -189780 | -179252 | -189780 |
Avg Bars in Trades | 37 | 25 | 49 | 37 | 25 | 49 |
Avg Bars in Winners | 55 | 27 | 81 | 55 | 27 | 81 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 7362 | 2485 | 4877 | 7362 | 2485 | 4877 |
Profit Streak | 0 | 0 | 17.448 | 0 | 0 | 17.448 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336004 | 314133 | -194056 | -579363 | -199518 | -581296 |
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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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