Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239495.2703 | 293002.016 | -53506.7457 | -94818.7555 | 56510.9556 | -151329.711 |
Total P&L (%) | 239.4953 | 293.002 | -53.5067 | -94.8188 | 56.511 | -151.3297 |
Avg Daily Profit (%) | 0.1289 | 0.1577 | -0.0288 | -0.1591 | 0.0241 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205296 | -116999 | -222383 | -143988 | -17927 | -181710 |
Profit Factor | 1.1867 | 1.6641 | 0.9364 | 0.7541 | 2.0368 | 0.5429 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Losing Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Profitability (%) | 53.4091 | 61.3636 | 45.4545 | 53.4091 | 61.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.0352 | 1.0478 | 1.1237 | 0.6578 | 1.2824 | 0.6514 |
Largest Winning Trade | 78398 | 78398 | 73442 | 51820 | 31784 | 51820 |
Largest Losing Trade | -83738 | -46014 | -83738 | -102274 | -9064 | -102274 |
Avg Bars in Trades | 20 | 12 | 28 | 20 | 12 | 28 |
Avg Bars in Winners | 20 | 11 | 32 | 20 | 11 | 32 |
Avg Bars in Losers | 20 | 15 | 24 | 20 | 15 | 24 |
Bars Traded | 3589 | 1110 | 2479 | 3589 | 1110 | 2479 |
Profit Streak | 0 | 0 | 50.4267 | 0 | 0 | 50.4267 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34472 | 396351 | -579930 | -579136 | -157094 | -581596 |
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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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