Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121215.3148 | -46298.632 | 167513.9468 | -10881.0618 | -150806.3331 | 139925.2712 |
Total P&L (%) | 121.2153 | -46.2986 | 167.5139 | -10.8811 | -150.8063 | 139.9253 |
Avg Daily Profit (%) | 0.1179 | -0.045 | 0.1629 | -0.0112 | 0 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127725 | -146649 | -64441 | -304927 | -276944 | -127787 |
Profit Factor | 1.1944 | 0.8783 | 1.6893 | 0.9893 | 0.7614 | 1.3647 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 73.301 | 71.8447 | 74.7573 | 73.301 | 71.8447 | 74.7573 |
Ratio Avg Win / Avg Loss | 0.4351 | 0.3442 | 0.5704 | 0.3603 | 0.2984 | 0.4608 |
Largest Winning Trade | 24754 | 17546 | 24754 | 28607 | 26736 | 28607 |
Largest Losing Trade | -57584 | -37412 | -57584 | -110084 | -96252 | -110084 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 10 | 6 | 13 | 10 | 6 | 13 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 3863 | 1759 | 2104 | 3863 | 1759 | 2104 |
Profit Streak | 24.6647 | 48.4147 | 24.6647 | 24.6647 | 48.4147 | 24.6647 |
Trades During Streak | 8 | 9 | 4 | 8 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37922 | -576016 | 457802 | -574746 | -576016 | -75473 |
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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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