Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189022.002 | 213211.2573 | -24189.2553 | -83402.4412 | 4690.2232 | -88092.6643 |
Total P&L (%) | 189.022 | 213.2113 | -24.1893 | -83.4024 | 4.6902 | -88.0927 |
Avg Daily Profit (%) | 0.1525 | 0.1721 | -0.0195 | -0.1448 | 0.0037 | -0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166888 | -122937 | -120055 | -113197 | -76505 | -135998 |
Profit Factor | 1.1848 | 1.4679 | 0.9573 | 0.8671 | 1.0177 | 0.7575 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 126 | 56 | 70 | 126 | 56 | 70 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 62.3762 | 55.4455 | 69.3069 | 62.3762 | 55.4455 | 69.3069 |
Ratio Avg Win / Avg Loss | 0.7146 | 1.1796 | 0.424 | 0.523 | 0.8178 | 0.3355 |
Largest Winning Trade | 62543 | 62543 | 32300 | 23365 | 23365 | 18184 |
Largest Losing Trade | -82951 | -31771 | -82951 | -71349 | -39143 | -71349 |
Avg Bars in Trades | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Winners | 55 | 48 | 61 | 55 | 48 | 61 |
Avg Bars in Losers | 99 | 94 | 107 | 99 | 94 | 107 |
Bars Traded | 14596 | 6959 | 7636 | 14596 | 6959 | 7636 |
Profit Streak | 0 | 0 | 45.0817 | 0 | 0 | 45.0817 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9022 | 320879 | -576862 | -578116 | -555916 | -576862 |
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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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