Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262144.6896 | 313294.4517 | -51149.7621 | -81843.4446 | 251990.9186 | -333834.3632 |
Total P&L (%) | 262.1447 | 313.2945 | -51.1498 | -81.8434 | 251.9909 | -333.8344 |
Avg Daily Profit (%) | 0.1372 | 0.164 | -0.0268 | -0.0893 | 0.0659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221458 | -192052 | -152925 | -824772 | -580331 | -473633 |
Profit Factor | 1.2467 | 1.627 | 0.9091 | 0.9591 | 1.2817 | 0.6988 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 48.0392 | 46.0784 | 50 | 48.0392 | 46.0784 | 50 |
Ratio Avg Win / Avg Loss | 1.3485 | 1.9039 | 0.9091 | 1.0374 | 1.4999 | 0.6988 |
Largest Winning Trade | 306932 | 306932 | 46431 | 374581 | 374581 | 124542 |
Largest Losing Trade | -76037 | -35852 | -76037 | -221459 | -165327 | -221459 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 7416 | 3392 | 4024 | 7416 | 3392 | 4024 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9791 | 309100 | -581060 | -578805 | -106786 | -581060 |
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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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