Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173099.908 | -23557.4401 | 196657.3482 | 74213.0742 | -28707.4812 | 102920.5553 |
Total P&L (%) | 173.0999 | -23.5574 | 196.6573 | 74.2131 | -28.7075 | 102.9206 |
Avg Daily Profit (%) | 0.1674 | -0.0228 | 0.1902 | 0.0537 | -0.0327 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102964 | -129677 | -58941 | -97833 | -104312 | -71445 |
Profit Factor | 1.3001 | 0.9388 | 2.0238 | 1.154 | 0.9037 | 1.5601 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 63.7584 | 56.7568 | 70.6667 | 63.7584 | 56.7568 | 70.6667 |
Ratio Avg Win / Avg Loss | 0.739 | 0.7152 | 0.8401 | 0.6559 | 0.6886 | 0.6476 |
Largest Winning Trade | 26329 | 22814 | 26329 | 26329 | 20211 | 26329 |
Largest Losing Trade | -54481 | -31672 | -54481 | -66676 | -40011 | -66676 |
Avg Bars in Trades | 163 | 191 | 137 | 163 | 191 | 137 |
Avg Bars in Winners | 93 | 80 | 103 | 93 | 80 | 103 |
Avg Bars in Losers | 287 | 336 | 217 | 287 | 336 | 217 |
Bars Traded | 24425 | 14138 | 10287 | 24425 | 14138 | 10287 |
Profit Streak | 48.9258 | 53.6758 | 48.9258 | 48.9258 | 53.6758 | 48.9258 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347754 | -642509 | -43819 | -170131 | -642509 | -153943 |
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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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