Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110976.0903 | 210358.4695 | -99382.3792 | -527492.9886 | -409266.5545 | -118226.434 |
Total P&L (%) | 110.9761 | 210.3585 | -99.3824 | -527.493 | -409.2666 | -118.2264 |
Avg Daily Profit (%) | 0.0896 | 0.1699 | -0.0803 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288841 | -91167 | -276318 | -527391 | -387682 | -309752 |
Profit Factor | 1.1143 | 1.6273 | 0.8436 | 0.7197 | 0.5404 | 0.8807 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 135 | 62 | 73 | 63 | 37 | 26 |
Losing Trades | 66 | 38 | 28 | 138 | 63 | 75 |
Profitability (%) | 67.1642 | 62 | 72.2772 | 31.3433 | 37 | 25.7426 |
Ratio Avg Win / Avg Loss | 0.5448 | 0.9974 | 0.3236 | 1.5764 | 0.9202 | 2.5406 |
Largest Winning Trade | 33931 | 33931 | 32756 | 233685 | 116275 | 233685 |
Largest Losing Trade | -240748 | -41325 | -240748 | -121945 | -67054 | -121945 |
Avg Bars in Trades | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Winners | 51 | 54 | 48 | 110 | 113 | 106 |
Avg Bars in Losers | 113 | 114 | 113 | 54 | 56 | 52 |
Bars Traded | 14423 | 7748 | 6673 | 14423 | 7748 | 6673 |
Profit Streak | 17.2044 | 17.2044 | 37.7044 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164998 | 342162 | -576464 | -584203 | -586121 | -604827 |
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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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