Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200091.6323 | -49934.582 | 250026.2143 | 69162.2992 | -168585.4267 | 237747.7259 |
Total P&L (%) | 200.0916 | -49.9346 | 250.0262 | 69.1623 | -168.5854 | 237.7477 |
Avg Daily Profit (%) | 0.1313 | -0.0328 | 0.1641 | 0.0345 | 0 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120933 | -87554 | -106100 | -394451 | -209257 | -300044 |
Profit Factor | 1.3568 | 0.818 | 1.8729 | 1.0628 | 0.6649 | 1.3971 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 171 | 75 | 96 | 171 | 75 | 96 |
Losing Trades | 48 | 35 | 13 | 48 | 35 | 13 |
Profitability (%) | 78.0822 | 68.1818 | 88.0734 | 78.0822 | 68.1818 | 88.0734 |
Ratio Avg Win / Avg Loss | 0.3809 | 0.3817 | 0.2536 | 0.2983 | 0.3103 | 0.1892 |
Largest Winning Trade | 25362 | 9416 | 25362 | 90768 | 15281 | 90768 |
Largest Losing Trade | -57463 | -45669 | -57463 | -174407 | -98727 | -174407 |
Avg Bars in Trades | 78 | 36 | 120 | 78 | 36 | 120 |
Avg Bars in Winners | 47 | 15 | 73 | 47 | 15 | 73 |
Avg Bars in Losers | 187 | 81 | 474 | 187 | 81 | 474 |
Bars Traded | 17158 | 3974 | 13183 | 17158 | 3974 | 13183 |
Profit Streak | 0 | 0 | 57.7759 | 0 | 0 | 57.7759 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14196 | -578682 | 480219 | -295221 | -578682 | -82019 |
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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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