Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181121.3205 | 296327.1292 | -115205.8087 | -109087.706 | 88963.6289 | -198051.3349 |
Total P&L (%) | 181.1213 | 296.3271 | -115.2058 | -109.0877 | 88.9636 | -198.0513 |
Avg Daily Profit (%) | 0.0967 | 0.1582 | -0.0615 | 0 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205784 | -114877 | -246868 | -775524 | -605218 | -466242 |
Profit Factor | 1.1445 | 1.5175 | 0.8308 | 0.9539 | 1.0747 | 0.8313 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 94 | 43 | 51 | 87 | 42 | 45 |
Losing Trades | 74 | 41 | 33 | 81 | 42 | 39 |
Profitability (%) | 55.9524 | 51.1905 | 60.7143 | 51.7857 | 50 | 53.5714 |
Ratio Avg Win / Avg Loss | 0.901 | 1.4469 | 0.5376 | 0.8881 | 1.0747 | 0.7205 |
Largest Winning Trade | 108985 | 108985 | 38820 | 209372 | 209372 | 131239 |
Largest Losing Trade | -139817 | -58062 | -139817 | -436814 | -362669 | -436814 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 54 | 49 | 58 | 64 | 59 | 68 |
Avg Bars in Losers | 79 | 66 | 94 | 66 | 55 | 78 |
Bars Traded | 10989 | 4865 | 6123 | 10989 | 4865 | 6123 |
Profit Streak | 0 | 0 | 75.2001 | 20.3668 | 61.0335 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125447 | 306082 | -578475 | -579112 | -285158 | -580644 |
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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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