Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228143.6865 | -14123.1594 | 242266.8459 | 81243.3449 | -73341.756 | 154585.1008 |
Total P&L (%) | 228.1437 | -14.1232 | 242.2668 | 81.2433 | -73.3418 | 154.5851 |
Avg Daily Profit (%) | 0.1497 | -0.0093 | 0.1589 | 0.039 | -0.0867 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177929 | -119764 | -99382 | -881762 | -253391 | -675149 |
Profit Factor | 1.4768 | 0.9478 | 2.166 | 1.0443 | 0.912 | 1.1545 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 76.4706 | 69.4915 | 83.3333 | 76.4706 | 69.4915 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.4544 | 0.4161 | 0.4332 | 0.3213 | 0.4004 | 0.2309 |
Largest Winning Trade | 34891 | 34891 | 25305 | 139625 | 139625 | 136596 |
Largest Losing Trade | -58510 | -52651 | -58510 | -446340 | -145150 | -446340 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 15 | 9 | 20 | 15 | 9 | 20 |
Avg Bars in Losers | 48 | 41 | 60 | 48 | 41 | 60 |
Bars Traded | 2731 | 1129 | 1602 | 2731 | 1129 | 1602 |
Profit Streak | 32.0255 | 79.5255 | 32.0255 | 32.0255 | 79.5255 | 32.0255 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435519 | -753238 | -154622 | -308385 | -753238 | -326572 |
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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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