Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26698.9947 | 79639.8025 | -52940.8078 | -94243.9064 | 202253.0507 | -296496.9571 |
Total P&L (%) | 26.699 | 79.6398 | -52.9408 | -94.2439 | 202.2531 | -296.497 |
Avg Daily Profit (%) | 0.0513 | 0.1529 | -0.1016 | -0.5466 | 0.2126 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143553 | -67713 | -138057 | -360441 | -69029 | -377883 |
Profit Factor | 1.0355 | 1.2372 | 0.8731 | 0.8746 | 1.8627 | 0.4264 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Losing Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Profitability (%) | 50.6173 | 54.0984 | 47.1074 | 50.6173 | 54.0984 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.0102 | 1.0498 | 0.9803 | 0.8532 | 1.5805 | 0.4788 |
Largest Winning Trade | 28909 | 28909 | 23800 | 57253 | 57253 | 36383 |
Largest Losing Trade | -96223 | -23679 | -96223 | -259076 | -32609 | -259076 |
Avg Bars in Trades | 99 | 94 | 104 | 99 | 94 | 104 |
Avg Bars in Winners | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Losers | 89 | 84 | 93 | 89 | 84 | 93 |
Bars Traded | 24206 | 11580 | 12626 | 24206 | 11580 | 12626 |
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 | -308593 | 239443 | -582704 | -579995 | 395870 | -582704 |
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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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