Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256355.639 | 303399.6698 | -47044.0308 | -103642.581 | 149939.4336 | -253582.0146 |
Total P&L (%) | 256.3556 | 303.3997 | -47.044 | -103.6426 | 149.9394 | -253.582 |
Avg Daily Profit (%) | 0.1382 | 0.1636 | -0.0254 | 0 | 0.0494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209906 | -129925 | -218132 | -347641 | -18502 | -342225 |
Profit Factor | 1.1835 | 1.4627 | 0.9366 | 0.7751 | 3.137 | 0.3508 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 124 | 58 | 66 | 100 | 55 | 45 |
Losing Trades | 96 | 52 | 44 | 120 | 55 | 65 |
Profitability (%) | 56.3636 | 52.7273 | 60 | 45.4545 | 50 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.9162 | 1.3114 | 0.6244 | 0.9301 | 3.137 | 0.5067 |
Largest Winning Trade | 109028 | 109028 | 35605 | 76437 | 76437 | 49141 |
Largest Losing Trade | -109448 | -37732 | -109448 | -338741 | -18502 | -338741 |
Avg Bars in Trades | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Winners | 29 | 34 | 24 | 36 | 36 | 35 |
Avg Bars in Losers | 36 | 37 | 35 | 29 | 35 | 24 |
Bars Traded | 7170 | 3970 | 3200 | 7170 | 3970 | 3200 |
Profit Streak | 0 | 0 | 0 | 28.2677 | 69.5177 | 28.2677 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26904 | 305288 | -579465 | -580385 | -119765 | -583756 |
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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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