Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180132.4782 | 173891.867 | 6240.6112 | -375779.8334 | -103246.3348 | -272533.4986 |
Total P&L (%) | 180.1325 | 173.8919 | 6.2406 | -375.7798 | -103.2463 | -272.5335 |
Avg Daily Profit (%) | 0.1771 | 0.1709 | 0.0061 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144565 | -139821 | -76594 | -262922 | -163775 | -113802 |
Profit Factor | 1.2716 | 1.5235 | 1.0189 | 0.4723 | 0.6648 | 0.3254 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 21 | 25 | 37 | 21 | 16 |
Losing Trades | 38 | 21 | 17 | 47 | 21 | 26 |
Profitability (%) | 54.7619 | 50 | 59.5238 | 44.0476 | 50 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.0504 | 1.5235 | 0.6928 | 0.5999 | 0.6648 | 0.5288 |
Largest Winning Trade | 171201 | 171201 | 36115 | 40307 | 28072 | 40307 |
Largest Losing Trade | -171926 | -45991 | -171926 | -171926 | -99519 | -171926 |
Avg Bars in Trades | 138 | 154 | 122 | 138 | 154 | 122 |
Avg Bars in Winners | 133 | 147 | 122 | 138 | 162 | 107 |
Avg Bars in Losers | 144 | 162 | 123 | 138 | 147 | 132 |
Bars Traded | 11664 | 6508 | 5156 | 11664 | 6508 | 5156 |
Profit Streak | 0 | 0 | 302.6355 | 32.0521 | 46.9688 | 0 |
Trades During Streak | 0 | 0 | 10 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294373 | 359153 | -549091 | -582327 | -580175 | -585364 |
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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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