Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135327.9559 | 211503.5683 | -76175.6124 | -70544.3184 | 108935.0328 | -179479.3512 |
Total P&L (%) | 135.328 | 211.5036 | -76.1756 | -70.5443 | 108.935 | -179.4794 |
Avg Daily Profit (%) | 0.1085 | 0.1695 | -0.0611 | -0.0979 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186466 | -129271 | -124531 | -351962 | -199386 | -230921 |
Profit Factor | 1.1279 | 1.4401 | 0.868 | 0.9485 | 1.1645 | 0.7468 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 57.619 | 57.1429 | 58.0952 | 57.619 | 57.1429 | 58.0952 |
Ratio Avg Win / Avg Loss | 0.8296 | 1.08 | 0.6261 | 0.6977 | 0.8734 | 0.5387 |
Largest Winning Trade | 68034 | 68034 | 29274 | 89280 | 89280 | 34704 |
Largest Losing Trade | -52872 | -30502 | -52872 | -90913 | -90913 | -71377 |
Avg Bars in Trades | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Winners | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Losers | 87 | 83 | 91 | 87 | 83 | 91 |
Bars Traded | 14537 | 6560 | 7977 | 14537 | 6560 | 7977 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127553 | 322268 | -580003 | -578691 | -154588 | -580003 |
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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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