Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155215.8439 | -12248.381 | 167464.225 | 32511.5661 | -163287.0431 | 195798.6091 |
Total P&L (%) | 155.2158 | -12.2484 | 167.4642 | 32.5116 | -163.287 | 195.7986 |
Avg Daily Profit (%) | 0.1483 | -0.0117 | 0.16 | 0.0269 | 0 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88961 | -102306 | -45216 | -220905 | -259202 | -109912 |
Profit Factor | 1.2229 | 0.9699 | 1.5771 | 1.0257 | 0.7803 | 1.3745 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 49.6183 | 48.855 | 50.3817 | 49.6183 | 48.855 | 50.3817 |
Ratio Avg Win / Avg Loss | 1.2417 | 1.0153 | 1.5532 | 1.0415 | 0.8169 | 1.3537 |
Largest Winning Trade | 91711 | 91711 | 42736 | 98097 | 98097 | 73671 |
Largest Losing Trade | -36452 | -36452 | -16536 | -76011 | -76011 | -34480 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 64 | 42 | 85 | 64 | 42 | 85 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 12326 | 5089 | 7237 | 12326 | 5089 | 7237 |
Profit Streak | 0 | 0 | 10.2535 | 0 | 0 | 10.2535 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207184 | -579763 | 417289 | -350889 | -581429 | -52618 |
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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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