Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217587.4512 | 252263.1844 | -34675.7332 | -76437.9841 | -1829.8722 | -74608.1119 |
Total P&L (%) | 217.5875 | 252.2632 | -34.6757 | -76.438 | -1.8299 | -74.6081 |
Avg Daily Profit (%) | 0.1345 | 0.1559 | -0.0214 | -0.0893 | -0.0011 | -0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117506 | -119646 | -198361 | -99768 | -49441 | -98674 |
Profit Factor | 1.2005 | 1.4633 | 0.9359 | 0.8207 | 0.9915 | 0.6466 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Profitability (%) | 50 | 54.4444 | 45.5556 | 50 | 54.4444 | 45.5556 |
Ratio Avg Win / Avg Loss | 1.2005 | 1.2244 | 1.1185 | 0.8207 | 0.8296 | 0.7727 |
Largest Winning Trade | 110559 | 110559 | 39406 | 26706 | 26706 | 10624 |
Largest Losing Trade | -56812 | -56812 | -54018 | -36730 | -26656 | -36730 |
Avg Bars in Trades | 106 | 131 | 80 | 106 | 131 | 80 |
Avg Bars in Winners | 123 | 137 | 106 | 123 | 137 | 106 |
Avg Bars in Losers | 88 | 124 | 58 | 88 | 124 | 58 |
Bars Traded | 19101 | 11834 | 7267 | 19101 | 11834 | 7267 |
Profit Streak | 532.5839 | 532.5839 | 580.6673 | 532.5839 | 532.5839 | 580.6673 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11713 | 343721 | -579786 | -578465 | -579556 | -581452 |
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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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