Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199824.0395 | -56680.127 | 256504.1665 | 94872.5374 | -207345.6901 | 302218.2274 |
Total P&L (%) | 199.824 | -56.6801 | 256.5042 | 94.8725 | -207.3457 | 302.2182 |
Avg Daily Profit (%) | 0.1311 | -0.0372 | 0.1683 | 0.0438 | 0 | 0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120114 | -99464 | -93854 | -1165119 | -400978 | -1027368 |
Profit Factor | 1.4154 | 0.8088 | 2.3897 | 1.0347 | 0.8358 | 1.2055 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 146 | 64 | 82 | 146 | 64 | 82 |
Losing Trades | 39 | 29 | 10 | 39 | 29 | 10 |
Profitability (%) | 78.9189 | 68.8172 | 89.1304 | 78.9189 | 68.8172 | 89.1304 |
Ratio Avg Win / Avg Loss | 0.3781 | 0.3665 | 0.2914 | 0.2764 | 0.3787 | 0.147 |
Largest Winning Trade | 26252 | 13394 | 26252 | 103577 | 77362 | 103577 |
Largest Losing Trade | -57106 | -49937 | -57106 | -763135 | -204111 | -763135 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 13 | 8 | 17 | 13 | 8 | 17 |
Avg Bars in Losers | 93 | 70 | 159 | 93 | 70 | 159 |
Bars Traded | 5626 | 2604 | 3022 | 5626 | 2604 | 3022 |
Profit Streak | 56.6021 | 86.3521 | 56.6021 | 56.6021 | 86.3521 | 56.6021 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12648 | -576681 | 534646 | -312201 | -576681 | -67434 |
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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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