Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159771.4735 | 217096.5626 | -57325.0892 | -207467.4657 | 11016.6718 | -218484.1375 |
Total P&L (%) | 159.7715 | 217.0966 | -57.3251 | -207.4675 | 11.0167 | -218.4841 |
Avg Daily Profit (%) | 0.1294 | 0.1759 | -0.0464 | 0 | 0.0085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203342 | -71419 | -215541 | -415204 | -156078 | -297455 |
Profit Factor | 1.1729 | 1.4935 | 0.8816 | 0.8061 | 1.0217 | 0.6108 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 133 | 66 | 67 | 91 | 48 | 43 |
Losing Trades | 90 | 45 | 45 | 132 | 63 | 69 |
Profitability (%) | 59.6413 | 59.4595 | 59.8214 | 40.8072 | 43.2432 | 38.3929 |
Ratio Avg Win / Avg Loss | 0.7937 | 1.0183 | 0.5921 | 1.1692 | 1.3409 | 0.9801 |
Largest Winning Trade | 30180 | 26865 | 30180 | 137699 | 137699 | 41243 |
Largest Losing Trade | -143750 | -50243 | -143750 | -199073 | -43393 | -199073 |
Avg Bars in Trades | 64 | 89 | 39 | 64 | 89 | 39 |
Avg Bars in Winners | 50 | 65 | 35 | 84 | 121 | 42 |
Avg Bars in Losers | 85 | 125 | 44 | 50 | 65 | 37 |
Bars Traded | 14347 | 9961 | 4386 | 14347 | 9961 | 4386 |
Profit Streak | 3.5866 | 0 | 7.5033 | 0 | 7.0866 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50409 | 347362 | -578619 | -581519 | -514558 | -585548 |
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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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