Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -99253.0012 | 14779.6438 | -114032.6451 | -95362.0162 | 420321.5416 | -515683.5578 |
Total P&L (%) | -99.253 | 14.7796 | -114.0326 | -95.362 | 420.3215 | -515.6836 |
Avg Daily Profit (%) | -0.0953 | 0.0142 | -0.1095 | -0.2944 | 0.1585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -411076 | -207444 | -228005 | -858643 | -204423 | -737378 |
Profit Factor | 0.9235 | 1.0235 | 0.8294 | 0.9575 | 1.4987 | 0.6324 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Losing Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Profitability (%) | 52.1164 | 51.8519 | 52.381 | 52.1164 | 51.8519 | 52.381 |
Ratio Avg Win / Avg Loss | 0.8485 | 0.9504 | 0.754 | 0.8798 | 1.3916 | 0.5749 |
Largest Winning Trade | 47419 | 47419 | 28567 | 112088 | 112088 | 58070 |
Largest Losing Trade | -63833 | -34176 | -63833 | -550527 | -61557 | -550527 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Losers | 76 | 71 | 81 | 76 | 71 | 81 |
Bars Traded | 24773 | 11547 | 13226 | 24773 | 11547 | 13226 |
Profit Streak | 1.8333 | 8.875 | 0 | 1.8333 | 8.875 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580751 | -385525 | -580035 | -580751 | 372804 | -580035 |
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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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