Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150023.5584 | 347457.4865 | -197433.9281 | -98088.5004 | 63601.8324 | -161690.3328 |
Total P&L (%) | 150.0236 | 347.4575 | -197.4339 | -98.0885 | 63.6018 | -161.6903 |
Avg Daily Profit (%) | 0.0648 | 0.15 | -0.0852 | -0.1707 | 0.0213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197096 | -189758 | -220305 | -186038 | -100306 | -171382 |
Profit Factor | 1.1206 | 1.4167 | 0.5187 | 0.8374 | 1.1818 | 0.3619 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Losing Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Profitability (%) | 43.9791 | 52.6316 | 35.4167 | 43.9791 | 52.6316 | 35.4167 |
Ratio Avg Win / Avg Loss | 1.4274 | 1.275 | 0.9459 | 1.0667 | 1.0636 | 0.66 |
Largest Winning Trade | 78681 | 78681 | 32550 | 49537 | 49537 | 34255 |
Largest Losing Trade | -84468 | -84468 | -33748 | -60676 | -60676 | -32034 |
Avg Bars in Trades | 68 | 130 | 6 | 68 | 130 | 6 |
Avg Bars in Winners | 41 | 65 | 7 | 41 | 65 | 7 |
Avg Bars in Losers | 89 | 204 | 5 | 89 | 204 | 5 |
Bars Traded | 13032 | 12440 | 592 | 13032 | 12440 | 592 |
Profit Streak | 81.407 | 81.407 | 83.0737 | 81.407 | 81.407 | 83.0737 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -194321 | 307813 | -585507 | -579085 | -184884 | -585507 |
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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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