Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324528.0747 | 358164.7206 | -33636.6459 | -53715.492 | 271658.5512 | -325374.0431 |
Total P&L (%) | 324.5281 | 358.1647 | -33.6366 | -53.7155 | 271.6586 | -325.374 |
Avg Daily Profit (%) | 0.1703 | 0.1879 | -0.0176 | -0.0404 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190057 | -182097 | -88563 | -805525 | -671702 | -495654 |
Profit Factor | 1.3189 | 1.5214 | 0.8983 | 0.9766 | 1.1978 | 0.6475 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Profitability (%) | 47.1204 | 51.5789 | 42.7083 | 47.1204 | 51.5789 | 42.7083 |
Ratio Avg Win / Avg Loss | 1.4801 | 1.4282 | 1.205 | 1.096 | 1.1244 | 0.8686 |
Largest Winning Trade | 149955 | 149955 | 35308 | 269595 | 269595 | 136468 |
Largest Losing Trade | -61589 | -61589 | -35404 | -298719 | -165064 | -298719 |
Avg Bars in Trades | 118 | 194 | 43 | 118 | 194 | 43 |
Avg Bars in Winners | 102 | 134 | 64 | 102 | 134 | 64 |
Avg Bars in Losers | 132 | 257 | 27 | 132 | 257 | 27 |
Bars Traded | 22597 | 18442 | 4155 | 22597 | 18442 | 4155 |
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 | 268080 | 318911 | -582244 | -579231 | -104004 | -583911 |
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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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