Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136680.0216 | 241187.8867 | -104507.865 | -121704.8797 | -213356.1568 | 91651.277 |
Total P&L (%) | 136.68 | 241.1879 | -104.5079 | -121.7049 | -213.3562 | 91.6513 |
Avg Daily Profit (%) | 0.0968 | 0.1709 | -0.074 | 0 | 0 | 0.0461 |
Buy And Hold Return (%) | 87.305 | 87.305 | 87.305 | 87.305 | 87.305 | 87.305 |
Max Trade Drawdown | -163893 | -109570 | -207259 | -574497 | -614115 | -262738 |
Profit Factor | 1.1797 | 1.7977 | 0.7719 | 0.9204 | 0.7861 | 1.1726 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 135 | 70 | 65 | 129 | 68 | 61 |
Losing Trades | 48 | 21 | 27 | 54 | 23 | 31 |
Profitability (%) | 73.7705 | 76.9231 | 70.6522 | 70.4918 | 74.7253 | 66.3043 |
Ratio Avg Win / Avg Loss | 0.4195 | 0.5393 | 0.3207 | 0.3853 | 0.2659 | 0.5959 |
Largest Winning Trade | 75540 | 75540 | 15392 | 111962 | 111962 | 58512 |
Largest Losing Trade | -141486 | -63578 | -141486 | -344024 | -344024 | -135893 |
Avg Bars in Trades | 85 | 119 | 52 | 85 | 119 | 52 |
Avg Bars in Winners | 29 | 35 | 22 | 34 | 44 | 23 |
Avg Bars in Losers | 244 | 401 | 122 | 207 | 341 | 108 |
Bars Traded | 15696 | 10906 | 4790 | 15696 | 10906 | 4790 |
Profit Streak | 0 | 505.1365 | 0 | 504.9698 | 0 | 505.0531 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93946 | 314036 | -578131 | -576579 | -577606 | -311324 |
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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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