Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275752.8564 | 287069.5562 | -11316.6998 | -73085.9153 | 196297.4368 | -269383.3521 |
Total P&L (%) | 275.7529 | 287.0696 | -11.3167 | -73.0859 | 196.2974 | -269.3834 |
Avg Daily Profit (%) | 0.1465 | 0.1525 | -0.006 | -0.0697 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242075 | -107889 | -136164 | -418152 | -146697 | -336608 |
Profit Factor | 1.2238 | 1.4958 | 0.9827 | 0.9424 | 1.3953 | 0.6507 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 51.5306 | 48.9796 | 54.0816 | 51.5306 | 48.9796 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.1511 | 1.5581 | 0.8343 | 0.8864 | 1.4535 | 0.5525 |
Largest Winning Trade | 114305 | 114305 | 39296 | 80291 | 80291 | 45383 |
Largest Losing Trade | -71764 | -38406 | -71764 | -212815 | -58163 | -212815 |
Avg Bars in Trades | 56 | 61 | 50 | 56 | 61 | 50 |
Avg Bars in Winners | 60 | 61 | 58 | 60 | 61 | 58 |
Avg Bars in Losers | 52 | 62 | 41 | 52 | 62 | 41 |
Bars Traded | 11045 | 6071 | 4974 | 11045 | 6071 | 4974 |
Profit Streak | 0 | 0 | 139.8112 | 0 | 0 | 139.8112 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 120443 | 320998 | -579063 | -579553 | -115874 | -579063 |
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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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