Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25777.0426 | 28172.967 | -2395.9244 | -111571.3146 | 53802.1088 | -165373.4234 |
Total P&L (%) | 25.777 | 28.173 | -2.3959 | -111.5713 | 53.8021 | -165.3734 |
Avg Daily Profit (%) | 0.099 | 0.1082 | -0.0092 | 0 | 0.1654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108623 | -20054 | -117221 | -237696 | -22721 | -271458 |
Profit Factor | 1.0993 | 1.4325 | 0.9877 | 0.7491 | 1.7811 | 0.5599 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 62 | 33 | 29 | 57 | 29 | 28 |
Losing Trades | 33 | 15 | 18 | 38 | 19 | 19 |
Profitability (%) | 65.2632 | 68.75 | 61.7021 | 60 | 60.4167 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.5851 | 0.6511 | 0.613 | 0.4994 | 1.1669 | 0.3799 |
Largest Winning Trade | 15658 | 9353 | 15658 | 26858 | 16635 | 26858 |
Largest Losing Trade | -103810 | -13116 | -103810 | -228686 | -16166 | -228686 |
Avg Bars in Trades | 250 | 77 | 428 | 250 | 77 | 428 |
Avg Bars in Winners | 171 | 71 | 286 | 175 | 76 | 279 |
Avg Bars in Losers | 399 | 91 | 655 | 363 | 79 | 647 |
Bars Traded | 23827 | 3711 | 20116 | 23827 | 3711 | 20116 |
Profit Streak | 3.9137 | 6.9345 | 0 | 0 | 0 | 4.8512 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176418 | -50329 | -580575 | -580623 | 308015 | -580274 |
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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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