Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179754.0556 | 201634.7301 | -21880.6744 | -46672.4461 | 24291.5249 | -70963.971 |
Total P&L (%) | 179.7541 | 201.6347 | -21.8807 | -46.6724 | 24.2915 | -70.964 |
Avg Daily Profit (%) | 0.1437 | 0.1611 | -0.0175 | -0.0502 | 0.0174 | -0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139156 | -62134 | -145216 | -121582 | -97672 | -110542 |
Profit Factor | 1.2655 | 1.6792 | 0.9425 | 0.8964 | 1.1186 | 0.7113 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 70.3911 | 66.2921 | 74.4444 | 70.3911 | 66.2921 | 74.4444 |
Ratio Avg Win / Avg Loss | 0.5323 | 0.8538 | 0.3235 | 0.3771 | 0.5688 | 0.2442 |
Largest Winning Trade | 30115 | 30115 | 19183 | 24311 | 24311 | 18600 |
Largest Losing Trade | -75645 | -56392 | -75645 | -88415 | -88415 | -77028 |
Avg Bars in Trades | 79 | 113 | 45 | 79 | 113 | 45 |
Avg Bars in Winners | 36 | 51 | 23 | 36 | 51 | 23 |
Avg Bars in Losers | 181 | 236 | 109 | 181 | 236 | 109 |
Bars Traded | 14220 | 10136 | 4084 | 14220 | 10136 | 4084 |
Profit Streak | 9.6461 | 0 | 56.2294 | 9.6461 | 0 | 56.2294 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 42927 | 351568 | -576074 | -576532 | -263268 | -576074 |
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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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