Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112585.2347 | 291316.0998 | -178730.8651 | -100086.5664 | 243803.6131 | -343890.1795 |
Total P&L (%) | 112.5852 | 291.3161 | -178.7309 | -100.0866 | 243.8036 | -343.8902 |
Avg Daily Profit (%) | 0.0603 | 0.1561 | -0.0958 | 0 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -423343 | -201481 | -302439 | -564913 | -312750 | -426730 |
Profit Factor | 1.0778 | 1.5467 | 0.8044 | 0.9285 | 1.4548 | 0.6014 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 99 | 50 | 49 | 92 | 48 | 44 |
Losing Trades | 76 | 38 | 38 | 83 | 40 | 43 |
Profitability (%) | 56.5714 | 56.8182 | 56.3218 | 52.5714 | 54.5455 | 50.5747 |
Ratio Avg Win / Avg Loss | 0.8274 | 1.1755 | 0.6238 | 0.8376 | 1.2123 | 0.5877 |
Largest Winning Trade | 134342 | 134342 | 81867 | 185250 | 185250 | 109863 |
Largest Losing Trade | -107970 | -55072 | -107970 | -251967 | -251967 | -156708 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 50 | 45 | 55 | 65 | 53 | 78 |
Avg Bars in Losers | 79 | 65 | 93 | 60 | 54 | 66 |
Bars Traded | 11054 | 4771 | 6283 | 11054 | 4771 | 6283 |
Profit Streak | 0 | 0 | 0 | 23.8358 | 23.8358 | 28.5025 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247197 | 338466 | -580280 | -578496 | -102717 | -580484 |
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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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