Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116486.4696 | 167845.96 | -51359.4904 | -96086.0587 | 120340.7749 | -216426.8336 |
Total P&L (%) | 116.4865 | 167.846 | -51.3595 | -96.0861 | 120.3408 | -216.4268 |
Avg Daily Profit (%) | 0.1118 | 0.1611 | -0.0493 | -0.3106 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315022 | -189877 | -206884 | -313029 | -49300 | -291527 |
Profit Factor | 1.1496 | 1.4161 | 0.8631 | 0.8557 | 1.4947 | 0.4881 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 149 | 77 | 72 | 149 | 77 | 72 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 68.6636 | 71.2963 | 66.055 | 68.6636 | 71.2963 | 66.055 |
Ratio Avg Win / Avg Loss | 0.5246 | 0.5701 | 0.4436 | 0.3905 | 0.6018 | 0.2509 |
Largest Winning Trade | 86847 | 86847 | 22906 | 43306 | 43306 | 25803 |
Largest Losing Trade | -97577 | -47788 | -97577 | -226670 | -47794 | -226670 |
Avg Bars in Trades | 108 | 155 | 62 | 108 | 155 | 62 |
Avg Bars in Winners | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Losers | 235 | 390 | 105 | 235 | 390 | 105 |
Bars Traded | 23616 | 16789 | 6827 | 23616 | 16789 | 6827 |
Profit Streak | 53.3032 | 53.3032 | 68.8032 | 53.3032 | 53.3032 | 68.8032 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96013 | 388291 | -577331 | -575451 | -87670 | -577331 |
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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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