Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199385.5057 | 321572.1967 | -122186.691 | 39961.9229 | -27708.3472 | 67670.2701 |
Total P&L (%) | 199.3855 | 321.5722 | -122.1867 | 39.9619 | -27.7083 | 67.6703 |
Avg Daily Profit (%) | 0.1029 | 0.1659 | -0.063 | 0.0173 | -0.0167 | 0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234110 | -59631 | -297667 | -164252 | -99440 | -121519 |
Profit Factor | 1.1592 | 1.6851 | 0.8439 | 1.0386 | 0.9412 | 1.1201 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 107 | 47 | 60 | 101 | 46 | 55 |
Losing Trades | 101 | 57 | 44 | 107 | 58 | 49 |
Profitability (%) | 51.4423 | 45.1923 | 57.6923 | 48.5577 | 44.2308 | 52.8846 |
Ratio Avg Win / Avg Loss | 1.0942 | 2.0436 | 0.6189 | 1.1003 | 1.1868 | 0.9979 |
Largest Winning Trade | 148853 | 148853 | 54363 | 77301 | 43917 | 77301 |
Largest Losing Trade | -149087 | -37680 | -149087 | -62334 | -46149 | -62334 |
Avg Bars in Trades | 18 | 10 | 26 | 18 | 10 | 26 |
Avg Bars in Winners | 21 | 13 | 27 | 20 | 12 | 26 |
Avg Bars in Losers | 15 | 8 | 25 | 16 | 8 | 25 |
Bars Traded | 3833 | 1099 | 2734 | 3833 | 1099 | 2734 |
Profit Streak | 0 | 0 | 22.9518 | 0 | 0 | 22.9518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99487 | 311505 | -579233 | -349156 | -581354 | -246620 |
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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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