Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122646.017 | 178895.5622 | -56249.5453 | -110788.1418 | 78321.8485 | -189109.9903 |
Total P&L (%) | 122.646 | 178.8956 | -56.2495 | -110.7881 | 78.3218 | -189.11 |
Avg Daily Profit (%) | 0.1177 | 0.1717 | -0.054 | 0 | 0.0555 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119580 | -123307 | -137610 | -227123 | -69044 | -232799 |
Profit Factor | 1.1393 | 1.3422 | 0.8427 | 0.8354 | 1.2481 | 0.471 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 201 | 102 | 99 | 131 | 69 | 62 |
Losing Trades | 82 | 39 | 43 | 152 | 72 | 80 |
Profitability (%) | 71.0247 | 72.3404 | 69.7183 | 46.2898 | 48.9362 | 43.662 |
Ratio Avg Win / Avg Loss | 0.4648 | 0.5132 | 0.366 | 0.9694 | 1.3024 | 0.6078 |
Largest Winning Trade | 29375 | 29375 | 14200 | 26919 | 26919 | 17666 |
Largest Losing Trade | -105329 | -48539 | -105329 | -180821 | -69044 | -180821 |
Avg Bars in Trades | 81 | 146 | 17 | 81 | 146 | 17 |
Avg Bars in Winners | 38 | 65 | 11 | 102 | 177 | 18 |
Avg Bars in Losers | 187 | 357 | 32 | 64 | 115 | 17 |
Bars Traded | 23111 | 20596 | 2515 | 23111 | 20596 | 2515 |
Profit Streak | 0 | 52.1131 | 0 | 33.8631 | 0 | 33.9881 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100536 | 372429 | -578122 | -580199 | -119575 | -582601 |
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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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