Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266995.7259 | 325291.5288 | -58295.8029 | -65061.4895 | 171297.4896 | -236358.9791 |
Total P&L (%) | 266.9957 | 325.2915 | -58.2958 | -65.0615 | 171.2975 | -236.359 |
Avg Daily Profit (%) | 0.14 | 0.1706 | -0.0306 | -0.0551 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208085 | -151399 | -176436 | -257881 | -143985 | -291709 |
Profit Factor | 1.3036 | 1.8748 | 0.8852 | 0.9177 | 1.5944 | 0.5297 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.6559 | 2.4997 | 1.0715 | 1.1658 | 2.1258 | 0.6412 |
Largest Winning Trade | 211340 | 211340 | 59557 | 132090 | 132090 | 47676 |
Largest Losing Trade | -49198 | -33770 | -49198 | -82643 | -64083 | -82643 |
Avg Bars in Trades | 66 | 50 | 81 | 66 | 50 | 81 |
Avg Bars in Winners | 102 | 73 | 129 | 102 | 73 | 129 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 11105 | 4229 | 6876 | 11105 | 4229 | 6876 |
Profit Streak | 6.5622 | 10.3955 | 0 | 6.5622 | 10.3955 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5608 | 305124 | -581292 | -579856 | -122447 | -582959 |
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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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