Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258536.8469 | 465076.0861 | -206539.2392 | -100276.8716 | 56371.4078 | -156648.2794 |
Total P&L (%) | 258.5368 | 465.0761 | -206.5392 | -100.2769 | 56.3714 | -156.6483 |
Avg Daily Profit (%) | 0.1121 | 0.2016 | -0.0895 | 0 | 0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225048 | -139552 | -324227 | -361046 | -188116 | -193593 |
Profit Factor | 1.1644 | 1.6167 | 0.7477 | 0.8393 | 1.1868 | 0.5137 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 50.2347 | 53.7736 | 46.729 | 50.2347 | 53.7736 | 46.729 |
Ratio Avg Win / Avg Loss | 1.1535 | 1.3898 | 0.8524 | 0.8314 | 1.0202 | 0.5857 |
Largest Winning Trade | 207774 | 207774 | 55247 | 87686 | 87686 | 57730 |
Largest Losing Trade | -103666 | -52839 | -103666 | -182021 | -182021 | -70879 |
Avg Bars in Trades | 60 | 81 | 39 | 60 | 81 | 39 |
Avg Bars in Winners | 55 | 69 | 39 | 64 | 88 | 36 |
Avg Bars in Losers | 65 | 95 | 39 | 57 | 73 | 42 |
Bars Traded | 12898 | 8652 | 4246 | 12898 | 8652 | 4246 |
Profit Streak | 0 | 0 | 0 | 5.5718 | 7.2384 | 5.5718 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81961 | 352845 | -582319 | -578457 | -182013 | -581614 |
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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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