Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146183.9309 | 185478.4171 | -39294.4862 | -33787.259 | -6485.0329 | -27302.2261 |
Total P&L (%) | 146.1839 | 185.4784 | -39.2945 | -33.7873 | -6.485 | -27.3022 |
Avg Daily Profit (%) | 0.1182 | 0.15 | -0.0318 | -0.0333 | -0.0054 | -0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99005 | -78625 | -69744 | -184849 | -180435 | -77978 |
Profit Factor | 1.31 | 1.6012 | 0.759 | 0.9476 | 0.9865 | 0.8325 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 71.7172 | 75.5102 | 68 | 71.7172 | 75.5102 | 68 |
Ratio Avg Win / Avg Loss | 0.5166 | 0.5193 | 0.3572 | 0.3737 | 0.32 | 0.3918 |
Largest Winning Trade | 56637 | 56637 | 11889 | 50437 | 50437 | 12632 |
Largest Losing Trade | -65633 | -56713 | -65633 | -136737 | -136737 | -73206 |
Avg Bars in Trades | 35 | 67 | 3 | 35 | 67 | 3 |
Avg Bars in Winners | 14 | 26 | 2 | 14 | 26 | 2 |
Avg Bars in Losers | 87 | 195 | 7 | 87 | 195 | 7 |
Bars Traded | 3507 | 3320 | 186 | 3507 | 3320 | 186 |
Profit Streak | 8.5377 | 8.5377 | 44.5377 | 8.5377 | 8.5377 | 44.5377 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31764 | 414751 | -757234 | -575868 | -576703 | -757234 |
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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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