Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206818.4393 | 216193.3472 | -9374.908 | -101880.1022 | -15869.4459 | -86010.6563 |
Total P&L (%) | 206.8184 | 216.1933 | -9.3749 | -101.8801 | -15.8694 | -86.0107 |
Avg Daily Profit (%) | 0.166 | 0.1735 | -0.0075 | 0 | -0.0139 | -0.1578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101193 | -63097 | -124169 | -119156 | -18777 | -102997 |
Profit Factor | 1.2321 | 1.5271 | 0.9805 | 0.5536 | 0.8254 | 0.3737 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 133 | 67 | 66 | 74 | 34 | 40 |
Losing Trades | 59 | 29 | 30 | 118 | 62 | 56 |
Profitability (%) | 69.2708 | 69.7917 | 68.75 | 38.5417 | 35.4167 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.5466 | 0.661 | 0.4457 | 0.8828 | 1.5052 | 0.5232 |
Largest Winning Trade | 54378 | 54378 | 23577 | 23559 | 23559 | 14469 |
Largest Losing Trade | -101193 | -45966 | -101193 | -73644 | -52618 | -73644 |
Avg Bars in Trades | 76 | 82 | 69 | 76 | 82 | 69 |
Avg Bars in Winners | 47 | 49 | 45 | 107 | 127 | 91 |
Avg Bars in Losers | 141 | 159 | 123 | 56 | 57 | 54 |
Bars Traded | 14621 | 7918 | 6703 | 14621 | 7918 | 6703 |
Profit Streak | 0 | 0 | 50.3208 | 14.1542 | 17.6542 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318095 | 350837 | -576951 | -583633 | -583402 | -584316 |
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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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