Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197719.6842 | 302821.5463 | -105101.8621 | -100394.7663 | 3359.3583 | -103754.1246 |
Total P&L (%) | 197.7197 | 302.8215 | -105.1019 | -100.3948 | 3.3594 | -103.7541 |
Avg Daily Profit (%) | 0.1055 | 0.1616 | -0.0561 | 0 | 0.0018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214559 | -70172 | -239354 | -53826 | -635 | -53224 |
Profit Factor | 1.1891 | 1.7062 | 0.8296 | 0.0547 | 3.7335 | 0.0117 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 95 | 50 | 45 | 94 | 46 | 48 |
Losing Trades | 95 | 45 | 50 | 96 | 49 | 47 |
Profitability (%) | 50 | 52.6316 | 47.3684 | 49.4737 | 48.4211 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.5356 | 0.9218 | 0.0559 | 3.977 | 0.0114 |
Largest Winning Trade | 209386 | 209386 | 42180 | 3828 | 3828 | 424 |
Largest Losing Trade | -100561 | -44294 | -100561 | -53131 | -326 | -53131 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 20 | 22 | 19 | 14 | 18 | 11 |
Avg Bars in Losers | 14 | 18 | 11 | 21 | 22 | 19 |
Bars Traded | 3409 | 1960 | 1450 | 3409 | 1960 | 1450 |
Profit Streak | 0 | 0 | 0 | 79.0403 | 79.0403 | 80.5403 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63402 | 390393 | -581824 | -578016 | -348485 | -579492 |
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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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