Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187100.1473 | 136206.9014 | 50893.2459 | -114283.5745 | 20261.6429 | -134545.2174 |
Total P&L (%) | 187.1001 | 136.2069 | 50.8932 | -114.2836 | 20.2616 | -134.5452 |
Avg Daily Profit (%) | 0.1839 | 0.1339 | 0.05 | 0 | 0.0181 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175557 | -93033 | -168885 | -128136 | -9763 | -137451 |
Profit Factor | 1.22 | 1.2964 | 1.1302 | 0.3175 | 1.9486 | 0.079 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 100 | 45 | 55 | 92 | 52 | 40 |
Losing Trades | 91 | 50 | 41 | 99 | 43 | 56 |
Profitability (%) | 52.356 | 47.3684 | 57.2917 | 48.1675 | 54.7368 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.1102 | 1.4404 | 0.8425 | 0.3417 | 1.6114 | 0.1106 |
Largest Winning Trade | 72283 | 72283 | 20886 | 14410 | 14410 | 2906 |
Largest Losing Trade | -103701 | -42991 | -103701 | -107328 | -6155 | -107328 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 19 | 23 | 16 | 20 | 24 | 16 |
Avg Bars in Losers | 22 | 25 | 18 | 20 | 23 | 18 |
Bars Traded | 3972 | 2304 | 1669 | 3972 | 2304 | 1669 |
Profit Streak | 6.6542 | 0 | 23.1542 | 0 | 13.6542 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336586 | -15305 | -204439 | -580212 | -170449 | -583761 |
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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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