Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182002.8987 | 331350.8887 | -149347.99 | -99177.15 | 130535.9948 | -229713.1448 |
Total P&L (%) | 182.0029 | 331.3509 | -149.348 | -99.1772 | 130.536 | -229.7131 |
Avg Daily Profit (%) | 0.0971 | 0.1768 | -0.0797 | -0.2558 | 0.0446 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239572 | -172969 | -214000 | -265971 | -76558 | -313102 |
Profit Factor | 1.1191 | 1.54 | 0.8367 | 0.845 | 1.735 | 0.5028 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 52.9412 | 48.0392 | 57.8431 | 52.9412 | 48.0392 | 57.8431 |
Ratio Avg Win / Avg Loss | 0.9948 | 1.6657 | 0.6098 | 0.7511 | 1.8766 | 0.3665 |
Largest Winning Trade | 123858 | 123858 | 66690 | 77598 | 77598 | 41221 |
Largest Losing Trade | -87101 | -36314 | -87101 | -232309 | -38271 | -232309 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 7288 | 3641 | 3645 | 7288 | 3641 | 3645 |
Profit Streak | 11.9906 | 0 | 20.9906 | 11.9906 | 0 | 20.9906 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152422 | 325424 | -579491 | -578705 | -131130 | -579491 |
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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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