Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196610.5545 | 298834.2831 | -102223.7285 | -90671.0357 | 62800.5028 | -153471.5385 |
Total P&L (%) | 196.6106 | 298.8343 | -102.2237 | -90.671 | 62.8005 | -153.4715 |
Avg Daily Profit (%) | 0.1027 | 0.1561 | -0.0534 | -0.1238 | 0.0255 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190998 | -143148 | -239714 | -173434 | -111910 | -187732 |
Profit Factor | 1.141 | 1.453 | 0.8608 | 0.8708 | 1.2002 | 0.6048 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 50.6494 | 50.8621 | 50.4348 | 50.6494 | 50.8621 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.1118 | 1.4038 | 0.846 | 0.8485 | 1.1595 | 0.5943 |
Largest Winning Trade | 91133 | 91133 | 44807 | 77918 | 77918 | 36074 |
Largest Losing Trade | -67646 | -43814 | -67646 | -65846 | -50504 | -65846 |
Avg Bars in Trades | 98 | 83 | 113 | 98 | 83 | 113 |
Avg Bars in Winners | 97 | 79 | 115 | 97 | 79 | 115 |
Avg Bars in Losers | 99 | 87 | 110 | 99 | 87 | 110 |
Bars Traded | 22681 | 9669 | 13012 | 22681 | 9669 | 13012 |
Profit Streak | 8.6187 | 8.6187 | 11.7854 | 8.6187 | 8.6187 | 11.7854 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118879 | 316832 | -580343 | -578363 | -159333 | -580343 |
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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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