Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304337.7869 | 409051.4238 | -104713.637 | -120856.5054 | 144578.6274 | -265435.1328 |
Total P&L (%) | 304.3378 | 409.0514 | -104.7136 | -120.8565 | 144.5786 | -265.4351 |
Avg Daily Profit (%) | 0.1216 | 0.1634 | -0.0418 | 0 | 0.0357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162097 | -77669 | -244221 | -414332 | -112347 | -364610 |
Profit Factor | 1.224 | 1.7105 | 0.8662 | 0.8839 | 1.3341 | 0.5635 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 91 | 47 | 44 | 102 | 55 | 47 |
Losing Trades | 111 | 54 | 57 | 100 | 46 | 54 |
Profitability (%) | 45.0495 | 46.5347 | 43.5644 | 50.4951 | 54.4554 | 46.5347 |
Ratio Avg Win / Avg Loss | 1.4931 | 1.9653 | 1.1221 | 0.8665 | 1.1158 | 0.6474 |
Largest Winning Trade | 115054 | 115054 | 64759 | 93734 | 93734 | 85738 |
Largest Losing Trade | -119105 | -34571 | -119105 | -142887 | -62181 | -142887 |
Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
Avg Bars in Winners | 44 | 28 | 60 | 32 | 26 | 39 |
Avg Bars in Losers | 29 | 26 | 32 | 39 | 28 | 48 |
Bars Traded | 7319 | 2797 | 4522 | 7319 | 2797 | 4522 |
Profit Streak | 0 | 0 | 0 | 69.3998 | 69.3998 | 93.3998 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31935 | 331028 | -581899 | -578225 | -143324 | -581051 |
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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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