Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266139.732 | 308118.2895 | -41978.5575 | -107470.8558 | 898512.5707 | -1005983.4265 |
Total P&L (%) | 266.1397 | 308.1183 | -41.9786 | -107.4709 | 898.5126 | -1005.9834 |
Avg Daily Profit (%) | 0.1347 | 0.1559 | -0.0212 | 0 | 0.1165 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190120 | -166435 | -227331 | -924580 | -240331 | -1082855 |
Profit Factor | 1.2238 | 1.5302 | 0.931 | 0.9546 | 2.4578 | 0.4248 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 92 | 45 | 47 | 102 | 56 | 46 |
Losing Trades | 107 | 54 | 53 | 97 | 43 | 54 |
Profitability (%) | 46.2312 | 45.4545 | 47 | 51.2563 | 56.5657 | 46 |
Ratio Avg Win / Avg Loss | 1.4234 | 1.8362 | 1.0498 | 0.9078 | 1.8873 | 0.4987 |
Largest Winning Trade | 118312 | 118312 | 55437 | 292147 | 292147 | 217750 |
Largest Losing Trade | -107527 | -62812 | -107527 | -382983 | -58489 | -382983 |
Avg Bars in Trades | 58 | 63 | 53 | 58 | 63 | 53 |
Avg Bars in Winners | 72 | 77 | 67 | 58 | 65 | 51 |
Avg Bars in Losers | 46 | 51 | 41 | 57 | 60 | 55 |
Bars Traded | 11596 | 6261 | 5335 | 11596 | 6261 | 5335 |
Profit Streak | 512.3332 | 512.3332 | 515.4999 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12694 | 301405 | -579605 | -579573 | -31784 | -582621 |
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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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