Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171851.6907 | 303843.5385 | -131991.8478 | -104649.2297 | 5917.077 | -110566.3066 |
Total P&L (%) | 171.8517 | 303.8435 | -131.9918 | -104.6492 | 5.9171 | -110.5663 |
Avg Daily Profit (%) | 0.0896 | 0.1584 | -0.0688 | 0 | 0.003 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272838 | -114054 | -309733 | -162171 | -34817 | -157002 |
Profit Factor | 1.139 | 1.7294 | 0.8389 | 0.6906 | 1.0621 | 0.5451 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 124 | 62 | 62 | 67 | 35 | 32 |
Losing Trades | 70 | 35 | 35 | 127 | 62 | 65 |
Profitability (%) | 63.9175 | 63.9175 | 63.9175 | 34.5361 | 36.0825 | 32.9897 |
Ratio Avg Win / Avg Loss | 0.643 | 0.9762 | 0.4736 | 1.3091 | 1.8815 | 1.1072 |
Largest Winning Trade | 81331 | 81331 | 49351 | 22409 | 14544 | 22409 |
Largest Losing Trade | -187919 | -34216 | -187919 | -107885 | -8857 | -107885 |
Avg Bars in Trades | 56 | 41 | 72 | 56 | 41 | 72 |
Avg Bars in Winners | 45 | 30 | 59 | 80 | 63 | 99 |
Avg Bars in Losers | 77 | 60 | 94 | 44 | 28 | 58 |
Bars Traded | 11030 | 4003 | 7026 | 11030 | 4003 | 7026 |
Profit Streak | 67.6781 | 97.1781 | 67.6781 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138141 | 385675 | -577835 | -584109 | -511350 | -586021 |
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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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