Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345724.3535 | 357845.9264 | -12121.5729 | -74631.2315 | 261773.8413 | -336405.0727 |
Total P&L (%) | 345.7244 | 357.8459 | -12.1216 | -74.6312 | 261.7738 | -336.4051 |
Avg Daily Profit (%) | 0.1856 | 0.1921 | -0.0065 | -0.0736 | 0.069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154240 | -96991 | -196288 | -268309 | -78002 | -396651 |
Profit Factor | 1.2453 | 1.7121 | 0.9866 | 0.9494 | 1.6329 | 0.6826 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 53.125 | 52.6786 | 53.5714 | 53.125 | 52.6786 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.0988 | 1.538 | 0.8551 | 0.8377 | 1.4669 | 0.5916 |
Largest Winning Trade | 106790 | 106790 | 53064 | 58468 | 54492 | 58468 |
Largest Losing Trade | -71466 | -29179 | -71466 | -178064 | -33246 | -178064 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3639 | 1822 | 1817 | 3639 | 1822 | 1817 |
Profit Streak | 0 | 0 | 47.6251 | 0 | 0 | 47.6251 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327699 | 402005 | -579304 | -578922 | -98398 | -579304 |
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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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