Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377204.2301 | 394823.0705 | -17618.8404 | -105794.7544 | 34543.1082 | -140337.8626 |
Total P&L (%) | 377.2042 | 394.8231 | -17.6188 | -105.7948 | 34.5431 | -140.3379 |
Avg Daily Profit (%) | 0.1598 | 0.1672 | -0.0075 | 0 | 0.0126 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142947 | -91134 | -305782 | -149041 | -9775 | -160060 |
Profit Factor | 1.4156 | 1.9403 | 0.9639 | 0.6046 | 1.4999 | 0.293 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 21 | 27 | 51 | 31 | 20 |
Losing Trades | 53 | 30 | 23 | 50 | 20 | 30 |
Profitability (%) | 47.5248 | 41.1765 | 54 | 50.4951 | 60.7843 | 40 |
Ratio Avg Win / Avg Loss | 1.5631 | 2.7718 | 0.8211 | 0.5928 | 0.9677 | 0.4394 |
Largest Winning Trade | 142932 | 142932 | 40051 | 33586 | 33586 | 31382 |
Largest Losing Trade | -104693 | -62200 | -104693 | -72140 | -39829 | -72140 |
Avg Bars in Trades | 90 | 114 | 65 | 90 | 114 | 65 |
Avg Bars in Winners | 96 | 111 | 84 | 88 | 105 | 61 |
Avg Bars in Losers | 84 | 116 | 42 | 91 | 128 | 67 |
Bars Traded | 9105 | 5844 | 3261 | 9105 | 5844 | 3261 |
Profit Streak | 0 | 0 | 325.8285 | 48.3285 | 66.0785 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305455 | -172460 | -758949 | -579883 | -357215 | -764722 |
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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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