Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152012.3011 | 237869.0575 | -85856.7563 | -104768.4085 | 32175.7785 | -136944.1869 |
Total P&L (%) | 152.0123 | 237.8691 | -85.8568 | -104.7684 | 32.1758 | -136.9442 |
Avg Daily Profit (%) | 0.1077 | 0.1685 | -0.0608 | 0 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199011 | -81656 | -178761 | -280832 | -110350 | -220096 |
Profit Factor | 1.1301 | 1.4521 | 0.8663 | 0.8336 | 1.1108 | 0.5962 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 139 | 66 | 73 | 111 | 58 | 53 |
Losing Trades | 111 | 59 | 52 | 139 | 67 | 72 |
Profitability (%) | 55.6 | 52.8 | 58.4 | 44.4 | 46.4 | 42.4 |
Ratio Avg Win / Avg Loss | 0.9025 | 1.2981 | 0.6171 | 1.0438 | 1.2832 | 0.8099 |
Largest Winning Trade | 51478 | 37211 | 51478 | 59335 | 59335 | 43983 |
Largest Losing Trade | -110365 | -55729 | -110365 | -114963 | -48287 | -114963 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 17 | 18 | 17 | 24 | 28 | 20 |
Avg Bars in Losers | 27 | 30 | 24 | 20 | 20 | 20 |
Bars Traded | 5583 | 3025 | 2558 | 5583 | 3025 | 2558 |
Profit Streak | 0 | 0 | 0 | 495.3885 | 501.6385 | 495.3885 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126023 | 316207 | -579633 | -578743 | -268786 | -583093 |
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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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