Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109385.1344 | 219443.0435 | -110057.9092 | -99180.4055 | 257893.7714 | -357074.1769 |
Total P&L (%) | 109.3851 | 219.443 | -110.0579 | -99.1804 | 257.8938 | -357.0742 |
Avg Daily Profit (%) | 0.0775 | 0.1554 | -0.0779 | -0.3397 | 0.0903 | 0 |
Buy And Hold Return (%) | 42.065 | 42.065 | 42.065 | 42.065 | 42.065 | 42.065 |
Max Trade Drawdown | -220680 | -115068 | -219403 | -845343 | -532125 | -611877 |
Profit Factor | 1.1274 | 1.651 | 0.7889 | 0.9397 | 1.3807 | 0.631 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 143 | 70 | 73 | 113 | 54 | 59 |
Losing Trades | 40 | 21 | 19 | 70 | 37 | 33 |
Profitability (%) | 78.1421 | 76.9231 | 79.3478 | 61.7486 | 59.3407 | 64.1304 |
Ratio Avg Win / Avg Loss | 0.3154 | 0.4953 | 0.2053 | 0.5821 | 0.946 | 0.353 |
Largest Winning Trade | 28100 | 28100 | 17950 | 108531 | 108531 | 78428 |
Largest Losing Trade | -145753 | -63867 | -145753 | -520484 | -415570 | -520484 |
Avg Bars in Trades | 29 | 41 | 17 | 29 | 41 | 17 |
Avg Bars in Winners | 12 | 15 | 8 | 19 | 25 | 13 |
Avg Bars in Losers | 91 | 127 | 52 | 46 | 65 | 24 |
Bars Traded | 5411 | 3792 | 1619 | 5411 | 3792 | 1619 |
Profit Streak | 456.9496 | 0 | 543.4496 | 456.9496 | 0 | 543.4496 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169548 | 354846 | -575357 | -577434 | -73118 | -577330 |
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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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