Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114927.6715 | 199459.7624 | -84532.0909 | -37789.3399 | 106285.7662 | -144075.106 |
Total P&L (%) | 114.9277 | 199.4598 | -84.5321 | -37.7893 | 106.2858 | -144.0751 |
Avg Daily Profit (%) | 0.0928 | 0.161 | -0.0682 | -0.0383 | 0.0585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196479 | -72203 | -232591 | -468653 | -258054 | -334175 |
Profit Factor | 1.1187 | 1.6245 | 0.8696 | 0.9796 | 1.1456 | 0.872 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 107 | 48 | 59 | 101 | 46 | 55 |
Losing Trades | 78 | 44 | 34 | 84 | 46 | 38 |
Profitability (%) | 57.8378 | 52.1739 | 63.4409 | 54.5946 | 50 | 59.1398 |
Ratio Avg Win / Avg Loss | 0.8155 | 1.4891 | 0.5011 | 0.8147 | 1.1456 | 0.6025 |
Largest Winning Trade | 38561 | 38561 | 30156 | 122669 | 115710 | 122669 |
Largest Losing Trade | -153362 | -43363 | -153362 | -292491 | -111304 | -292491 |
Avg Bars in Trades | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Winners | 64 | 68 | 61 | 73 | 73 | 72 |
Avg Bars in Losers | 97 | 95 | 100 | 84 | 89 | 79 |
Bars Traded | 14527 | 7485 | 7040 | 14527 | 7485 | 7040 |
Profit Streak | 6.3181 | 0 | 9.9014 | 6.3181 | 0 | 9.9014 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158031 | 332111 | -578399 | -578520 | -175595 | -579235 |
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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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