Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92098.3712 | -84601.6362 | 176700.0074 | -10520.3681 | -82328.1794 | 71807.8113 |
Total P&L (%) | 92.0984 | -84.6016 | 176.7 | -10.5204 | -82.3282 | 71.8078 |
Avg Daily Profit (%) | 0.089 | -0.0817 | 0.1707 | -0.0107 | -0.1673 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122691 | -114514 | -92321 | -97141 | -86558 | -57970 |
Profit Factor | 1.1383 | 0.7685 | 1.5884 | 0.9763 | 0.6614 | 1.3584 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 50.5376 | 50.5376 | 50.5376 | 50.5376 | 50.5376 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.1141 | 0.7522 | 1.5546 | 0.9555 | 0.6473 | 1.3295 |
Largest Winning Trade | 35731 | 35731 | 28510 | 21327 | 20747 | 21327 |
Largest Losing Trade | -38897 | -29793 | -38897 | -22707 | -22707 | -17839 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 3852 | 1718 | 2134 | 3852 | 1718 | 2134 |
Profit Streak | 10.8052 | 11.8052 | 10.8052 | 10.8052 | 11.8052 | 10.8052 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140137 | -580109 | 396529 | -578361 | -580109 | -121955 |
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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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