Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362012.0019 | 392117.1049 | -30105.103 | -30308.5999 | 198511.0691 | -228819.669 |
Total P&L (%) | 362.012 | 392.1171 | -30.1051 | -30.3086 | 198.5111 | -228.8197 |
Avg Daily Profit (%) | 0.1889 | 0.2046 | -0.0157 | -0.0188 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133632 | -152398 | -108942 | -366261 | -306339 | -265725 |
Profit Factor | 1.4256 | 1.9773 | 0.933 | 0.9799 | 1.3033 | 0.7322 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 43.4555 | 42.1053 | 44.7917 | 43.4555 | 42.1053 | 44.7917 |
Ratio Avg Win / Avg Loss | 1.855 | 2.7188 | 1.15 | 1.2751 | 1.792 | 0.9025 |
Largest Winning Trade | 313332 | 313332 | 62705 | 243072 | 243072 | 90409 |
Largest Losing Trade | -50030 | -25320 | -50030 | -98065 | -58325 | -98065 |
Avg Bars in Trades | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Winners | 91 | 77 | 104 | 91 | 77 | 104 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 11172 | 5120 | 6052 | 11172 | 5120 | 6052 |
Profit Streak | 0 | 18.6518 | 0 | 0 | 18.6518 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285988 | 309881 | -581434 | -580656 | -118280 | -583101 |
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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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