Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92558.6318 | 236770.8123 | -144212.1805 | -906455.9376 | -334068.8351 | -572387.1025 |
Total P&L (%) | 92.5586 | 236.7708 | -144.2122 | -906.4559 | -334.0688 | -572.3871 |
Avg Daily Profit (%) | 0.0747 | 0.1911 | -0.1164 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -381733 | -66070 | -362994 | -919627 | -431578 | -591850 |
Profit Factor | 1.0999 | 1.8229 | 0.7742 | 0.6366 | 0.6939 | 0.592 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 127 | 60 | 67 | 67 | 37 | 30 |
Losing Trades | 66 | 36 | 30 | 126 | 59 | 67 |
Profitability (%) | 65.8031 | 62.5 | 69.0722 | 34.715 | 38.5417 | 30.9278 |
Ratio Avg Win / Avg Loss | 0.5716 | 1.0938 | 0.3467 | 1.1971 | 1.1065 | 1.3221 |
Largest Winning Trade | 31937 | 31937 | 24049 | 244633 | 230925 | 244633 |
Largest Losing Trade | -313630 | -38683 | -313630 | -354940 | -80712 | -354940 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 49 | 57 | 41 | 113 | 123 | 101 |
Avg Bars in Losers | 120 | 123 | 117 | 52 | 56 | 48 |
Bars Traded | 14205 | 7898 | 6307 | 14205 | 7898 | 6307 |
Profit Streak | 17.6514 | 17.6514 | 38.3181 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200975 | 424131 | -576891 | -584044 | -583865 | -586823 |
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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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