Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152944.2211 | 212007.8208 | -59063.5998 | -104078.9783 | 25990.0587 | -130069.037 |
Total P&L (%) | 152.9442 | 212.0078 | -59.0636 | -104.079 | 25.9901 | -130.069 |
Avg Daily Profit (%) | 0.1239 | 0.1717 | -0.0478 | 0 | 0.0187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121717 | -77810 | -170105 | -112575 | -4433 | -124900 |
Profit Factor | 1.1671 | 1.5969 | 0.8946 | 0.326 | 3.2454 | 0.0894 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 102 | 53 | 49 | 100 | 50 | 50 |
Losing Trades | 101 | 48 | 53 | 103 | 51 | 52 |
Profitability (%) | 50.2463 | 52.4752 | 48.0392 | 49.2611 | 49.505 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.1556 | 1.4462 | 0.9676 | 0.3358 | 3.3103 | 0.093 |
Largest Winning Trade | 39153 | 35836 | 39153 | 15222 | 15222 | 5390 |
Largest Losing Trade | -103008 | -39596 | -103008 | -104763 | -1445 | -104763 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 21 | 22 | 19 | 25 | 29 | 20 |
Avg Bars in Losers | 25 | 29 | 22 | 21 | 21 | 21 |
Bars Traded | 4780 | 2596 | 2184 | 4780 | 2596 | 2184 |
Profit Streak | 15.6004 | 22.1004 | 15.6004 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61457 | 398084 | -580474 | -579724 | -165037 | -581163 |
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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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