Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267877.6293 | 456926.9218 | -189049.2926 | -100471.9227 | -563578.7442 | 463106.8215 |
Total P&L (%) | 267.8776 | 456.9269 | -189.0493 | -100.4719 | -563.5787 | 463.1068 |
Avg Daily Profit (%) | 0.1128 | 0.1924 | -0.0796 | 0 | 0 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216142 | -79772 | -369896 | -614889 | -603630 | -234111 |
Profit Factor | 1.1888 | 2.3265 | 0.824 | 0.9246 | 0.295 | 1.8688 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 96 | 49 | 47 | 83 | 41 | 42 |
Losing Trades | 83 | 41 | 42 | 96 | 49 | 47 |
Profitability (%) | 53.6313 | 54.4444 | 52.809 | 46.3687 | 45.5556 | 47.191 |
Ratio Avg Win / Avg Loss | 1.0278 | 1.9466 | 0.7364 | 1.0694 | 0.3525 | 2.0913 |
Largest Winning Trade | 97149 | 97149 | 76369 | 333541 | 131612 | 333541 |
Largest Losing Trade | -130500 | -37507 | -130500 | -130651 | -130651 | -120273 |
Avg Bars in Trades | 78 | 43 | 113 | 78 | 43 | 113 |
Avg Bars in Winners | 82 | 34 | 132 | 74 | 56 | 91 |
Avg Bars in Losers | 73 | 54 | 92 | 81 | 33 | 132 |
Bars Traded | 14022 | 3937 | 10085 | 14022 | 3937 | 10085 |
Profit Streak | 19.8773 | 19.8773 | 29.2107 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52776 | 460976 | -580189 | -579586 | -582820 | -93598 |
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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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