Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95810.5315 | 205295.4069 | -109484.8753 | -393896.6675 | -36228.6157 | -357668.0518 |
Total P&L (%) | 95.8105 | 205.2954 | -109.4849 | -393.8967 | -36.2286 | -357.6681 |
Avg Daily Profit (%) | 0.0765 | 0.1639 | -0.0874 | 0 | -0.0359 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -346869 | -56794 | -332875 | -424810 | -124294 | -419942 |
Profit Factor | 1.1154 | 1.8575 | 0.8147 | 0.6762 | 0.9079 | 0.5654 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 144 | 73 | 71 | 42 | 20 | 22 |
Losing Trades | 41 | 19 | 22 | 143 | 72 | 71 |
Profitability (%) | 77.8378 | 79.3478 | 76.3441 | 22.7027 | 21.7391 | 23.6559 |
Ratio Avg Win / Avg Loss | 0.3176 | 0.4835 | 0.2525 | 2.3023 | 3.2685 | 1.8248 |
Largest Winning Trade | 29894 | 20348 | 29894 | 240128 | 76064 | 240128 |
Largest Losing Trade | -284532 | -35269 | -284532 | -313331 | -29288 | -313331 |
Avg Bars in Trades | 13 | 15 | 10 | 13 | 15 | 10 |
Avg Bars in Winners | 6 | 8 | 4 | 33 | 41 | 26 |
Avg Bars in Losers | 35 | 42 | 29 | 7 | 8 | 6 |
Bars Traded | 2408 | 1405 | 1003 | 2408 | 1405 | 1003 |
Profit Streak | 53.7133 | 101.2133 | 53.7133 | 0 | 0 | 0 |
Trades During Streak | 16 | 11 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179445 | 495318 | -575490 | -616693 | -622217 | -613767 |
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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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