Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117555.2612 | -38466.3874 | 156021.6487 | -5223.9504 | -34655.379 | 29431.4286 |
Total P&L (%) | 117.5553 | -38.4664 | 156.0216 | -5.224 | -34.6554 | 29.4314 |
Avg Daily Profit (%) | 0.1143 | -0.0374 | 0.1518 | -0.0052 | -0.0414 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75137 | -151490 | -54177 | -64125 | -66380 | -43335 |
Profit Factor | 1.1794 | 0.9097 | 1.6811 | 0.9815 | 0.8042 | 1.2776 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 56 | 36 | 20 | 56 | 36 | 20 |
Profitability (%) | 66.6667 | 57.1429 | 76.1905 | 66.6667 | 57.1429 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5897 | 0.6823 | 0.5253 | 0.4908 | 0.6032 | 0.3992 |
Largest Winning Trade | 25042 | 25042 | 13853 | 16348 | 16348 | 8736 |
Largest Losing Trade | -45164 | -38871 | -45164 | -38871 | -38871 | -36867 |
Avg Bars in Trades | 72 | 84 | 60 | 72 | 84 | 60 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 129 | 142 | 106 | 129 | 142 | 106 |
Bars Traded | 12192 | 7072 | 5120 | 12192 | 7072 | 5120 |
Profit Streak | 39.2361 | 39.2361 | 132.3194 | 39.2361 | 39.2361 | 132.3194 |
Trades During Streak | 9 | 4 | 13 | 9 | 4 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60510 | -578673 | 454429 | -576081 | -578673 | -159217 |
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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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