Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200222.238 | 70056.9513 | 130165.2867 | -171303.6287 | 219688.3428 | -390991.9716 |
Total P&L (%) | 200.2222 | 70.057 | 130.1653 | -171.3036 | 219.6883 | -390.992 |
Avg Daily Profit (%) | 0.1538 | 0.0538 | 0.1 | 0 | 0.0893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183666 | -64402 | -142664 | -2000534 | -290132 | -1862550 |
Profit Factor | 1.2633 | 1.1925 | 1.3282 | 0.9549 | 1.1699 | 0.8439 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 98 | 44 | 54 | 104 | 50 | 54 |
Losing Trades | 81 | 45 | 36 | 75 | 39 | 36 |
Profitability (%) | 54.7486 | 49.4382 | 60 | 58.1006 | 56.1798 | 60 |
Ratio Avg Win / Avg Loss | 1.0441 | 1.2196 | 0.8855 | 0.6886 | 0.9126 | 0.5626 |
Largest Winning Trade | 37275 | 30944 | 37275 | 317076 | 160076 | 317076 |
Largest Losing Trade | -110350 | -33530 | -110350 | -1253499 | -255176 | -1253499 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 2392 | 1190 | 1202 | 2392 | 1190 | 1202 |
Profit Streak | 0 | 0 | 0 | 18.5936 | 25.0936 | 18.5936 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320981 | -130103 | -59659 | -577446 | -107682 | -578955 |
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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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