Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121047.4797 | 289450.5007 | -168403.021 | -115930.1383 | 28393.3116 | -144323.4498 |
Total P&L (%) | 121.0475 | 289.4505 | -168.403 | -115.9301 | 28.3933 | -144.3235 |
Avg Daily Profit (%) | 0.0653 | 0.1561 | -0.0908 | 0 | 0.0135 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -345901 | -96099 | -308205 | -174038 | -28803 | -99204 |
Profit Factor | 1.1412 | 2.2071 | 0.7272 | 0.6663 | 1.3299 | 0.4478 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 26 | 25 | 48 | 21 | 27 |
Losing Trades | 32 | 16 | 16 | 35 | 21 | 14 |
Profitability (%) | 61.4458 | 61.9048 | 60.9756 | 57.8313 | 50 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.7161 | 1.3582 | 0.4654 | 0.4859 | 1.3299 | 0.2322 |
Largest Winning Trade | 79688 | 79688 | 67808 | 37175 | 37175 | 19158 |
Largest Losing Trade | -194381 | -58412 | -194381 | -75920 | -25638 | -75920 |
Avg Bars in Trades | 84 | 43 | 127 | 84 | 43 | 127 |
Avg Bars in Winners | 70 | 31 | 110 | 87 | 40 | 123 |
Avg Bars in Losers | 107 | 61 | 153 | 81 | 45 | 134 |
Bars Traded | 7034 | 1806 | 5228 | 7034 | 1806 | 5228 |
Profit Streak | 52.8814 | 109.6314 | 0 | 0 | 0 | 142.1314 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171571 | 449396 | -579319 | -581040 | -177779 | -578115 |
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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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