Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235238.6787 | 289079.6828 | -53841.0041 | -81694.6318 | 66326.1165 | -148020.7483 |
Total P&L (%) | 235.2387 | 289.0797 | -53.841 | -81.6946 | 66.3261 | -148.0207 |
Avg Daily Profit (%) | 0.1326 | 0.1629 | -0.0303 | -0.0957 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153396 | -134383 | -65828 | -481927 | -430937 | -184442 |
Profit Factor | 1.2582 | 1.4503 | 0.8 | 0.9399 | 1.0715 | 0.6575 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Losing Trades | 100 | 42 | 58 | 100 | 42 | 58 |
Profitability (%) | 51.6908 | 59.2233 | 44.2308 | 51.6908 | 59.2233 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.1759 | 0.9986 | 1.0087 | 0.8784 | 0.7378 | 0.829 |
Largest Winning Trade | 100034 | 100034 | 19009 | 181988 | 181988 | 72642 |
Largest Losing Trade | -78458 | -78458 | -20086 | -246020 | -246020 | -85227 |
Avg Bars in Trades | 101 | 184 | 19 | 101 | 184 | 19 |
Avg Bars in Winners | 63 | 93 | 23 | 63 | 93 | 23 |
Avg Bars in Losers | 141 | 316 | 15 | 141 | 316 | 15 |
Bars Traded | 20949 | 18968 | 1981 | 20949 | 18968 | 1981 |
Profit Streak | 12.4842 | 14.9009 | 12.4842 | 12.4842 | 14.9009 | 12.4842 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13811 | 310633 | -580738 | -578391 | -296373 | -582404 |
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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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