Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306871.5708 | 323552.7039 | -16681.1332 | -70767.0563 | 54068.058 | -124835.1143 |
Total P&L (%) | 306.8716 | 323.5527 | -16.6811 | -70.7671 | 54.0681 | -124.8351 |
Avg Daily Profit (%) | 0.1648 | 0.1738 | -0.009 | -0.066 | 0.0232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167880 | -94532 | -176673 | -106090 | -30072 | -124605 |
Profit Factor | 1.2483 | 1.6492 | 0.9774 | 0.849 | 1.309 | 0.575 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 50.7937 | 49.4737 | 52.1277 | 50.7937 | 49.4737 | 52.1277 |
Ratio Avg Win / Avg Loss | 1.2093 | 1.6843 | 0.8976 | 0.8225 | 1.3368 | 0.528 |
Largest Winning Trade | 109413 | 109413 | 66114 | 40518 | 40518 | 18172 |
Largest Losing Trade | -68319 | -31669 | -68319 | -48009 | -21161 | -48009 |
Avg Bars in Trades | 19 | 13 | 24 | 19 | 13 | 24 |
Avg Bars in Winners | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Losers | 18 | 13 | 23 | 18 | 13 | 23 |
Bars Traded | 3594 | 1326 | 2268 | 3594 | 1326 | 2268 |
Profit Streak | 0 | 0 | 18.6544 | 0 | 0 | 18.6544 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304505 | 370533 | -579966 | -579407 | -163002 | -579966 |
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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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