Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166102.2868 | 192675.5099 | -26573.2231 | -208307.6738 | 7460.9592 | -215768.633 |
Total P&L (%) | 166.1023 | 192.6755 | -26.5732 | -208.3077 | 7.461 | -215.7686 |
Avg Daily Profit (%) | 0.1352 | 0.1568 | -0.0216 | 0 | 0.0059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155549 | -54682 | -231015 | -389716 | -149140 | -295071 |
Profit Factor | 1.1633 | 1.4414 | 0.9542 | 0.8074 | 1.0168 | 0.6611 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 100 | 46 | 54 | 93 | 51 | 42 |
Losing Trades | 90 | 49 | 41 | 97 | 44 | 53 |
Profitability (%) | 52.6316 | 48.4211 | 56.8421 | 48.9474 | 53.6842 | 44.2105 |
Ratio Avg Win / Avg Loss | 1.0469 | 1.5354 | 0.7245 | 0.8421 | 0.8772 | 0.8343 |
Largest Winning Trade | 53787 | 53787 | 28959 | 60344 | 60344 | 42845 |
Largest Losing Trade | -136143 | -35780 | -136143 | -262460 | -38013 | -262460 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 19 |
Bars Traded | 3599 | 1784 | 1815 | 3599 | 1784 | 1815 |
Profit Streak | 0 | 0 | 0 | 19.5236 | 38.1903 | 19.5236 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51865 | 312264 | -579913 | -578443 | -552620 | -582494 |
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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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