Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76577.6461 | -13410.3753 | 89988.0214 | 1816.6776 | -43162.2237 | 44978.9013 |
Total P&L (%) | 76.5776 | -13.4104 | 89.988 | 1.8167 | -43.1622 | 44.9789 |
Avg Daily Profit (%) | 0.147 | -0.0257 | 0.1728 | 0.0035 | -0.1084 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70756 | -86310 | -39248 | -84621 | -100384 | -54288 |
Profit Factor | 1.1575 | 0.9561 | 1.4977 | 1.0037 | 0.8576 | 1.2361 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 60.4167 | 55.2083 | 65.625 | 60.4167 | 55.2083 | 65.625 |
Ratio Avg Win / Avg Loss | 0.7584 | 0.7757 | 0.7845 | 0.6576 | 0.6958 | 0.6475 |
Largest Winning Trade | 25001 | 23562 | 25001 | 20606 | 20606 | 17563 |
Largest Losing Trade | -37579 | -37579 | -32732 | -50094 | -50094 | -47025 |
Avg Bars in Trades | 122 | 139 | 106 | 122 | 139 | 106 |
Avg Bars in Winners | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Losers | 193 | 219 | 159 | 193 | 219 | 159 |
Bars Traded | 23595 | 13373 | 10222 | 23595 | 13373 | 10222 |
Profit Streak | 14.9687 | 0 | 15.0728 | 14.9687 | 0 | 15.0728 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43286 | -580969 | 325285 | -569747 | -580969 | -99419 |
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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) |
---|