Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262574.4919 | 388870.0171 | -126295.5252 | -101948.6209 | -62522.3614 | -39426.2596 |
Total P&L (%) | 262.5745 | 388.87 | -126.2955 | -101.9486 | -62.5224 | -39.4263 |
Avg Daily Profit (%) | 0.1101 | 0.163 | -0.053 | 0 | -0.0411 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215505 | -130508 | -299890 | -265142 | -132492 | -114692 |
Profit Factor | 1.1499 | 1.5129 | 0.8729 | 0.8004 | 0.7732 | 0.8324 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 103 | 49 | 54 | 98 | 56 | 42 |
Losing Trades | 105 | 55 | 50 | 110 | 48 | 62 |
Profitability (%) | 49.5192 | 47.1154 | 51.9231 | 47.1154 | 53.8462 | 40.3846 |
Ratio Avg Win / Avg Loss | 1.1722 | 1.6981 | 0.8083 | 0.8984 | 0.6627 | 1.2288 |
Largest Winning Trade | 111866 | 111866 | 66396 | 55370 | 55370 | 43578 |
Largest Losing Trade | -119489 | -56683 | -119489 | -39337 | -39337 | -34116 |
Avg Bars in Trades | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Winners | 30 | 24 | 35 | 37 | 32 | 43 |
Avg Bars in Losers | 37 | 35 | 39 | 31 | 27 | 33 |
Bars Traded | 7088 | 3166 | 3922 | 7088 | 3166 | 3922 |
Profit Streak | 0 | 0 | 0 | 109.8156 | 146.4822 | 109.8156 |
Trades During Streak | 0 | 0 | 0 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100776 | 302481 | -580805 | -579308 | -579143 | -581774 |
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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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