Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188562.4539 | 248486.3739 | -59923.92 | -116727.488 | 184833.5344 | -301561.0225 |
Total P&L (%) | 188.5625 | 248.4864 | -59.9239 | -116.7275 | 184.8335 | -301.561 |
Avg Daily Profit (%) | 0.1165 | 0.1536 | -0.037 | 0 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282678 | -198044 | -252371 | -909792 | -347978 | -959918 |
Profit Factor | 1.1562 | 1.4961 | 0.9152 | 0.9411 | 1.2904 | 0.7759 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 104 | 50 | 54 | 105 | 58 | 47 |
Losing Trades | 98 | 51 | 47 | 97 | 43 | 54 |
Profitability (%) | 51.4851 | 49.505 | 53.4653 | 51.9802 | 57.4257 | 46.5347 |
Ratio Avg Win / Avg Loss | 1.0895 | 1.5261 | 0.7965 | 0.8694 | 0.9567 | 0.8914 |
Largest Winning Trade | 127241 | 127241 | 62165 | 296294 | 93695 | 296294 |
Largest Losing Trade | -128071 | -37360 | -128071 | -618956 | -194618 | -618956 |
Avg Bars in Trades | 93 | 68 | 117 | 93 | 68 | 117 |
Avg Bars in Winners | 94 | 62 | 124 | 88 | 69 | 110 |
Avg Bars in Losers | 91 | 74 | 109 | 98 | 66 | 123 |
Bars Traded | 18799 | 6937 | 11862 | 18799 | 6937 | 11862 |
Profit Streak | 0 | 0 | 497.5452 | 494.3785 | 494.9619 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84899 | 329050 | -580029 | -578879 | -106900 | -582410 |
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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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