Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124252.7079 | 202425.7242 | -78173.0163 | -305704.3002 | -94862.695 | -210841.6052 |
Total P&L (%) | 124.2527 | 202.4257 | -78.173 | -305.7043 | -94.8627 | -210.8416 |
Avg Daily Profit (%) | 0.0996 | 0.1622 | -0.0627 | 0 | -0.2377 | 0 |
Buy And Hold Return (%) | 14.2237 | 14.2237 | 14.2237 | 14.2237 | 14.2237 | 14.2237 |
Max Trade Drawdown | -212724 | -51401 | -241502 | -462430 | -121449 | -399533 |
Profit Factor | 1.1767 | 2.0029 | 0.8441 | 0.7194 | 0.7798 | 0.6799 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 169 | 84 | 85 | 32 | 17 | 15 |
Losing Trades | 31 | 16 | 15 | 168 | 83 | 85 |
Profitability (%) | 84.5 | 84 | 85 | 16 | 17 | 15 |
Ratio Avg Win / Avg Loss | 0.2158 | 0.3815 | 0.149 | 3.7768 | 3.8073 | 3.8526 |
Largest Winning Trade | 21180 | 19530 | 21180 | 260516 | 82787 | 260516 |
Largest Losing Trade | -203251 | -51401 | -203251 | -218794 | -30755 | -218794 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 8 | 9 | 7 | 64 | 73 | 54 |
Avg Bars in Losers | 69 | 77 | 61 | 8 | 9 | 8 |
Bars Traded | 3559 | 2028 | 1531 | 3559 | 2028 | 1531 |
Profit Streak | 39.7972 | 96.7972 | 39.7972 | 0 | 0 | 0 |
Trades During Streak | 13 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80193 | 521043 | -574567 | -646156 | -643084 | -651898 |
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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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