Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -91523.9754 | 17617.0509 | -109141.0263 | -105274.2566 | 196909.697 | -302183.9536 |
Total P&L (%) | -91.524 | 17.6171 | -109.141 | -105.2743 | 196.9097 | -302.184 |
Avg Daily Profit (%) | -0.1757 | 0.0338 | -0.2096 | 0 | 0.2092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271937 | -86138 | -213506 | -441298 | -93390 | -477991 |
Profit Factor | 0.9104 | 1.0413 | 0.8166 | 0.9041 | 1.5678 | 0.5975 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 177 | 88 | 89 | 172 | 85 | 87 |
Losing Trades | 155 | 78 | 77 | 160 | 81 | 79 |
Profitability (%) | 53.3133 | 53.012 | 53.6145 | 51.8072 | 51.2048 | 52.4096 |
Ratio Avg Win / Avg Loss | 0.7972 | 0.923 | 0.7065 | 0.841 | 1.4941 | 0.5425 |
Largest Winning Trade | 47769 | 47769 | 30124 | 52367 | 52367 | 34675 |
Largest Losing Trade | -111957 | -18594 | -111957 | -246784 | -46684 | -246784 |
Avg Bars in Trades | 74 | 70 | 79 | 74 | 70 | 79 |
Avg Bars in Winners | 70 | 67 | 72 | 77 | 76 | 78 |
Avg Bars in Losers | 79 | 73 | 86 | 71 | 63 | 80 |
Bars Traded | 24809 | 11671 | 13138 | 24809 | 11671 | 13138 |
Profit Streak | 0 | 0 | 7.3388 | 4.0055 | 15.1305 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579181 | -332792 | -579883 | -579591 | 389159 | -580720 |
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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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