Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168189.8629 | 176942.2066 | -8752.3437 | -207852.5102 | -77636.3457 | -130216.1645 |
Total P&L (%) | 168.1899 | 176.9422 | -8.7523 | -207.8525 | -77.6363 | -130.2162 |
Avg Daily Profit (%) | 0.1558 | 0.1639 | -0.0081 | 0 | -0.1386 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155258 | -45618 | -160486 | -350739 | -104786 | -309986 |
Profit Factor | 1.2823 | 2.1852 | 0.9804 | 0.6719 | 0.5985 | 0.7042 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 79 | 39 | 40 | 54 | 28 | 26 |
Losing Trades | 55 | 28 | 27 | 80 | 39 | 41 |
Profitability (%) | 58.9552 | 58.209 | 59.7015 | 40.2985 | 41.791 | 38.806 |
Ratio Avg Win / Avg Loss | 0.8927 | 1.5689 | 0.6618 | 0.9954 | 0.8336 | 1.1104 |
Largest Winning Trade | 33636 | 33636 | 32436 | 159419 | 31333 | 159419 |
Largest Losing Trade | -139240 | -13801 | -139240 | -178836 | -33383 | -178836 |
Avg Bars in Trades | 23 | 12 | 34 | 23 | 12 | 34 |
Avg Bars in Winners | 20 | 11 | 28 | 25 | 11 | 40 |
Avg Bars in Losers | 27 | 12 | 43 | 21 | 12 | 30 |
Bars Traded | 3116 | 815 | 2301 | 3116 | 815 | 2301 |
Profit Streak | 24.6615 | 30.9949 | 24.6615 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317166 | -102868 | -695657 | -583918 | -700650 | -700422 |
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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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