Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209113.6632 | 360141.9738 | -151028.3106 | -104499.4241 | -13556.7145 | -90942.7096 |
Total P&L (%) | 209.1137 | 360.142 | -151.0283 | -104.4994 | -13.5567 | -90.9427 |
Avg Daily Profit (%) | 0.0876 | 0.1509 | -0.0633 | 0 | -0.0061 | -0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232823 | -133754 | -363575 | -176874 | -90541 | -169867 |
Profit Factor | 1.1381 | 1.5599 | 0.8267 | 0.7306 | 0.9153 | 0.6007 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 100 | 48 | 52 | 85 | 50 | 35 |
Losing Trades | 88 | 46 | 42 | 103 | 44 | 59 |
Profitability (%) | 53.1915 | 51.0638 | 55.3191 | 45.2128 | 53.1915 | 37.234 |
Ratio Avg Win / Avg Loss | 1.0015 | 1.4949 | 0.6677 | 0.8853 | 0.8055 | 1.0127 |
Largest Winning Trade | 114704 | 114704 | 67564 | 48368 | 22824 | 48368 |
Largest Losing Trade | -152941 | -53862 | -152941 | -73170 | -73170 | -58951 |
Avg Bars in Trades | 48 | 57 | 40 | 48 | 57 | 40 |
Avg Bars in Winners | 42 | 44 | 40 | 55 | 64 | 43 |
Avg Bars in Losers | 55 | 70 | 39 | 42 | 48 | 38 |
Bars Traded | 9169 | 5392 | 3776 | 9169 | 5392 | 3776 |
Profit Streak | 0 | 0 | 21.9104 | 11.4104 | 28.9104 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143238 | 313490 | -579842 | -581021 | -579660 | -584379 |
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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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