Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159839.2473 | 174860.4494 | -15021.2022 | -278367.1646 | -112212.1059 | -166155.0587 |
Total P&L (%) | 159.8392 | 174.8604 | -15.0212 | -278.3672 | -112.2121 | -166.1551 |
Avg Daily Profit (%) | 0.1534 | 0.1679 | -0.0144 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141683 | -65805 | -138532 | -674444 | -259440 | -416312 |
Profit Factor | 1.187 | 1.5432 | 0.9718 | 0.8776 | 0.8898 | 0.8678 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 138 | 65 | 73 | 87 | 47 | 40 |
Losing Trades | 87 | 48 | 39 | 138 | 66 | 72 |
Profitability (%) | 61.3333 | 57.5221 | 65.1786 | 38.6667 | 41.5929 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.7483 | 1.1396 | 0.5192 | 1.3921 | 1.2494 | 1.562 |
Largest Winning Trade | 32693 | 32693 | 29203 | 182212 | 124268 | 182212 |
Largest Losing Trade | -138532 | -31808 | -138532 | -149302 | -65291 | -149302 |
Avg Bars in Trades | 109 | 107 | 112 | 109 | 107 | 112 |
Avg Bars in Winners | 78 | 72 | 84 | 150 | 151 | 149 |
Avg Bars in Losers | 159 | 154 | 164 | 84 | 76 | 91 |
Bars Traded | 24740 | 12166 | 12574 | 24740 | 12166 | 12574 |
Profit Streak | 1.1401 | 3.2235 | 0 | 0 | 0 | 10.4735 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9443 | 313220 | -579066 | -582341 | -582634 | -583159 |
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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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