Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222246.6102 | 228109.8456 | -5863.2354 | 3396.8515 | 579207.8103 | -575810.9588 |
Total P&L (%) | 222.2466 | 228.1098 | -5.8632 | 3.3969 | 579.2078 | -575.811 |
Avg Daily Profit (%) | 0.1829 | 0.1877 | -0.0048 | 0.0027 | 0.1578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262118 | -90689 | -210759 | -1100078 | -213629 | -958159 |
Profit Factor | 1.2355 | 1.5182 | 0.9884 | 1.0018 | 1.9516 | 0.5611 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 51.0204 | 45.9184 | 56.1224 | 51.0204 | 45.9184 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.1861 | 1.7881 | 0.7727 | 0.9617 | 2.2986 | 0.4387 |
Largest Winning Trade | 70733 | 70733 | 30117 | 200865 | 200865 | 145207 |
Largest Losing Trade | -42691 | -24283 | -42691 | -481799 | -64532 | -481799 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3585 | 1764 | 1821 | 3585 | 1764 | 1821 |
Profit Streak | 0 | 0 | 36.706 | 0 | 0 | 36.706 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309631 | 303905 | -579009 | -573730 | 352125 | -579009 |
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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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