Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177520.2584 | -52081.8957 | 229602.154 | -4821.4817 | -221816.772 | 216995.2902 |
Total P&L (%) | 177.5203 | -52.0819 | 229.6022 | -4.8215 | -221.8168 | 216.9953 |
Avg Daily Profit (%) | 0.1155 | -0.0339 | 0.1494 | -0.0032 | 0 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130404 | -123295 | -79058 | -297077 | -267196 | -158122 |
Profit Factor | 1.1999 | 0.8984 | 1.6119 | 0.9964 | 0.7149 | 1.393 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 56.9061 | 51.6484 | 62.2222 | 56.9061 | 51.6484 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.9087 | 0.8411 | 0.9787 | 0.7545 | 0.6692 | 0.8458 |
Largest Winning Trade | 40789 | 40789 | 33328 | 63933 | 54702 | 63933 |
Largest Losing Trade | -49748 | -49748 | -33498 | -87483 | -87483 | -62071 |
Avg Bars in Trades | 98 | 91 | 106 | 98 | 91 | 106 |
Avg Bars in Winners | 69 | 59 | 77 | 69 | 59 | 77 |
Avg Bars in Losers | 138 | 126 | 153 | 138 | 126 | 153 |
Bars Traded | 17905 | 8356 | 9549 | 17905 | 8356 | 9549 |
Profit Streak | 0 | 0 | 20.2057 | 0 | 0 | 20.2057 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39190 | -580875 | 316123 | -578934 | -580875 | -91580 |
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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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