Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170071.5377 | 101178.1571 | 68893.3806 | -9571.0322 | -34930.8297 | 25359.7975 |
Total P&L (%) | 170.0715 | 101.1782 | 68.8934 | -9.571 | -34.9308 | 25.3598 |
Avg Daily Profit (%) | 0.1633 | 0.0971 | 0.0661 | -0.0097 | -0.0412 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101587 | -73631 | -73586 | -211752 | -174906 | -85181 |
Profit Factor | 1.3058 | 1.3591 | 1.251 | 0.9868 | 0.9133 | 1.0788 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 69.8529 | 66.1765 | 73.5294 | 69.8529 | 66.1765 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.5636 | 0.6947 | 0.4504 | 0.4259 | 0.4668 | 0.3884 |
Largest Winning Trade | 50861 | 50861 | 33897 | 52850 | 52850 | 45430 |
Largest Losing Trade | -71023 | -47509 | -71023 | -128852 | -128852 | -81857 |
Avg Bars in Trades | 179 | 174 | 185 | 179 | 174 | 185 |
Avg Bars in Winners | 107 | 99 | 115 | 107 | 99 | 115 |
Avg Bars in Losers | 346 | 321 | 379 | 346 | 321 | 379 |
Bars Traded | 24460 | 11864 | 12596 | 24460 | 11864 | 12596 |
Profit Streak | 10.198 | 20.7813 | 10.198 | 10.198 | 20.7813 | 10.198 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352615 | -170541 | -212045 | -576742 | -686804 | -408331 |
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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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