Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164574.1053 | 216882.5768 | -52308.4715 | -51410.5762 | 96941.6731 | -148352.2493 |
Total P&L (%) | 164.5741 | 216.8826 | -52.3085 | -51.4106 | 96.9417 | -148.3522 |
Avg Daily Profit (%) | 0.1357 | 0.1788 | -0.0431 | -0.0595 | 0.0559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170945 | -90224 | -146836 | -391764 | -215183 | -296840 |
Profit Factor | 1.17 | 1.4307 | 0.8874 | 0.9615 | 1.1415 | 0.7719 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 50.5435 | 46.7391 | 54.3478 | 50.5435 | 46.7391 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.1449 | 1.6303 | 0.7454 | 0.9408 | 1.3008 | 0.6484 |
Largest Winning Trade | 134174 | 134174 | 29934 | 79386 | 79386 | 77848 |
Largest Losing Trade | -46913 | -25457 | -46913 | -98217 | -79184 | -98217 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3579 | 1795 | 1784 | 3579 | 1795 | 1784 |
Profit Streak | 0 | 23.8572 | 0 | 0 | 23.8572 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44043 | 312484 | -580245 | -579466 | -183886 | -580245 |
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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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