Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234391.682 | 309773.376 | -75381.694 | -90593.6996 | 45916.7968 | -136510.4964 |
Total P&L (%) | 234.3917 | 309.7734 | -75.3817 | -90.5937 | 45.9168 | -136.5105 |
Avg Daily Profit (%) | 0.1256 | 0.166 | -0.0404 | -0.1266 | 0.0202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -358147 | -187233 | -255208 | -289127 | -157423 | -218424 |
Profit Factor | 1.1786 | 1.4816 | 0.8873 | 0.8339 | 1.2106 | 0.583 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 49.7409 | 48.9583 | 50.5155 | 49.7409 | 48.9583 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.1909 | 1.5447 | 0.8692 | 0.8426 | 1.2621 | 0.5711 |
Largest Winning Trade | 163200 | 163200 | 79812 | 79812 | 60988 | 79812 |
Largest Losing Trade | -64029 | -49546 | -64029 | -73939 | -69608 | -73939 |
Avg Bars in Trades | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Winners | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 11033 | 5234 | 5799 | 11033 | 5234 | 5799 |
Profit Streak | 6.7858 | 0 | 43.6191 | 6.7858 | 0 | 43.6191 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47797 | 321554 | -580019 | -579181 | -168672 | -580019 |
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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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