Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55347.6502 | 77849.9168 | -22502.2666 | -88898.6336 | 134663.0887 | -223561.7222 |
Total P&L (%) | 55.3477 | 77.8499 | -22.5023 | -88.8986 | 134.6631 | -223.5617 |
Avg Daily Profit (%) | 0.1063 | 0.1495 | -0.0432 | -0.4211 | 0.1639 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117405 | -55074 | -133340 | -235138 | -42018 | -283211 |
Profit Factor | 1.0865 | 1.311 | 0.9422 | 0.8356 | 1.9922 | 0.4481 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Profitability (%) | 47.8049 | 51.4563 | 44.1176 | 47.8049 | 51.4563 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.1863 | 1.2368 | 1.1935 | 0.9124 | 1.8794 | 0.5676 |
Largest Winning Trade | 35078 | 34438 | 35078 | 37878 | 37878 | 27146 |
Largest Losing Trade | -94796 | -22596 | -94796 | -201432 | -15846 | -201432 |
Avg Bars in Trades | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Winners | 139 | 124 | 157 | 139 | 124 | 157 |
Avg Bars in Losers | 99 | 104 | 95 | 99 | 104 | 95 |
Bars Traded | 24355 | 11824 | 12531 | 24355 | 11824 | 12531 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177822 | 215368 | -582250 | -581127 | 375763 | -583916 |
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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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