Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199248.5183 | 372801.4111 | -173552.8928 | -99994.4983 | -8891.9988 | -91102.4995 |
Total P&L (%) | 199.2485 | 372.8014 | -173.5529 | -99.9945 | -8.892 | -91.1025 |
Avg Daily Profit (%) | 0.0844 | 0.1579 | -0.0735 | -0.4146 | -0.0039 | -0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250323 | -123898 | -344511 | -122664 | -19365 | -103310 |
Profit Factor | 1.1721 | 1.7276 | 0.7311 | 0.1867 | 0.5449 | 0.119 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 47.9042 | 46.4286 | 49.3976 | 47.9042 | 46.4286 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.2747 | 1.9934 | 0.7489 | 0.203 | 0.6287 | 0.1219 |
Largest Winning Trade | 338696 | 338696 | 59501 | 10507 | 10507 | 8334 |
Largest Losing Trade | -99781 | -50901 | -99781 | -103207 | -19233 | -103207 |
Avg Bars in Trades | 25 | 21 | 30 | 25 | 21 | 30 |
Avg Bars in Winners | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 4294 | 1764 | 2530 | 4294 | 1764 | 2530 |
Profit Streak | 0 | 0 | 53.0935 | 0 | 0 | 53.0935 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111129 | 327442 | -579871 | -580440 | -582218 | -579871 |
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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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