Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89728.2159 | -70682.7523 | 160410.9682 | -22468.8982 | -98580.0108 | 76111.1127 |
Total P&L (%) | 89.7282 | -70.6828 | 160.411 | -22.4689 | -98.58 | 76.1111 |
Avg Daily Profit (%) | 0.0868 | -0.0684 | 0.1551 | -0.0246 | -0.4106 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122600 | -82727 | -93153 | -169407 | -95204 | -90355 |
Profit Factor | 1.1284 | 0.8174 | 1.5142 | 0.9609 | 0.689 | 1.2949 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 49.1228 | 48.2353 | 50 | 49.1228 | 48.2353 | 50 |
Ratio Avg Win / Avg Loss | 1.1687 | 0.8772 | 1.5142 | 0.9952 | 0.7394 | 1.2949 |
Largest Winning Trade | 36548 | 34580 | 36548 | 45610 | 45610 | 27770 |
Largest Losing Trade | -31246 | -31246 | -24836 | -45352 | -45352 | -40570 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 17 | 12 | 21 | 17 | 12 | 21 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 2882 | 1283 | 1599 | 2882 | 1283 | 1599 |
Profit Streak | 8.0298 | 0 | 9.3631 | 8.0298 | 0 | 9.3631 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154911 | -581513 | 373018 | -579271 | -581513 | -119134 |
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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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