Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157209.6372 | -25153.1895 | 182362.8267 | 152316.6053 | -271184.3657 | 423500.971 |
Total P&L (%) | 157.2096 | -25.1532 | 182.3628 | 152.3166 | -271.1844 | 423.501 |
Avg Daily Profit (%) | 0.1529 | -0.0245 | 0.1774 | 0.09 | 0 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92165 | -99285 | -23174 | -356148 | -399491 | -92875 |
Profit Factor | 1.4565 | 0.8919 | 2.6319 | 1.1322 | 0.6584 | 2.1826 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 54.8673 | 43.8596 | 66.0714 | 54.8673 | 43.8596 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.1981 | 1.1416 | 1.3515 | 0.9313 | 0.8428 | 1.1208 |
Largest Winning Trade | 30540 | 30540 | 20739 | 69927 | 69927 | 67656 |
Largest Losing Trade | -38923 | -38923 | -20801 | -149486 | -149486 | -73326 |
Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Winners | 25 | 19 | 30 | 25 | 19 | 30 |
Avg Bars in Losers | 37 | 34 | 43 | 37 | 34 | 43 |
Bars Traded | 3523 | 1578 | 1944 | 3523 | 1578 | 1944 |
Profit Streak | 51.0149 | 83.7649 | 0 | 51.0149 | 83.7649 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351135 | -759911 | -166636 | -148005 | -761578 | -167641 |
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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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