Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191555.2115 | 388359.0053 | -196803.7938 | -95601.1827 | 129030.2983 | -224631.481 |
Total P&L (%) | 191.5552 | 388.359 | -196.8038 | -95.6012 | 129.0303 | -224.6315 |
Avg Daily Profit (%) | 0.0919 | 0.1864 | -0.0945 | -0.1498 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304445 | -186731 | -267411 | -719762 | -479408 | -283909 |
Profit Factor | 1.1272 | 1.5671 | 0.7604 | 0.9404 | 1.1555 | 0.7103 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 50.6608 | 50.4425 | 50.8772 | 50.6608 | 50.4425 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.0978 | 1.5396 | 0.7341 | 0.9159 | 1.1352 | 0.6858 |
Largest Winning Trade | 160906 | 160906 | 60981 | 249938 | 249938 | 80124 |
Largest Losing Trade | -51672 | -43172 | -51672 | -268145 | -268145 | -98316 |
Avg Bars in Trades | 108 | 111 | 104 | 108 | 111 | 104 |
Avg Bars in Winners | 114 | 122 | 106 | 114 | 122 | 106 |
Avg Bars in Losers | 101 | 101 | 101 | 101 | 101 | 101 |
Bars Traded | 24537 | 12638 | 11899 | 24537 | 12638 | 11899 |
Profit Streak | 0 | 22.7322 | 0 | 0 | 22.7322 | 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 | -149557 | 384590 | -580915 | -579504 | -188891 | -580915 |
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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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