Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176428.1124 | 297510.0572 | -121081.9448 | -173564.3792 | -146092.0676 | -27472.3116 |
Total P&L (%) | 176.4281 | 297.5101 | -121.0819 | -173.5644 | -146.0921 | -27.4723 |
Avg Daily Profit (%) | 0.0948 | 0.1598 | -0.065 | 0 | 0 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251754 | -122449 | -272025 | -970482 | -793469 | -417358 |
Profit Factor | 1.1348 | 1.4657 | 0.8193 | 0.9416 | 0.9156 | 0.9779 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 100 | 44 | 56 | 88 | 40 | 48 |
Losing Trades | 85 | 48 | 37 | 97 | 52 | 45 |
Profitability (%) | 54.0541 | 47.8261 | 60.2151 | 47.5676 | 43.4783 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.599 | 0.5413 | 1.0379 | 1.1903 | 0.9168 |
Largest Winning Trade | 103594 | 103594 | 40180 | 180251 | 175392 | 180251 |
Largest Losing Trade | -185529 | -61835 | -185529 | -390735 | -390735 | -298008 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 14 | 16 | 12 | 17 | 20 | 14 |
Avg Bars in Losers | 25 | 26 | 24 | 21 | 22 | 20 |
Bars Traded | 3600 | 1990 | 1610 | 3600 | 1990 | 1610 |
Profit Streak | 19.6754 | 0 | 64.6754 | 0 | 50.6754 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138074 | 309919 | -578509 | -578810 | -581113 | -580596 |
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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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