Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171857.758 | 240746.3829 | -68888.6248 | -104995.2519 | -25407.5535 | -79587.6984 |
Total P&L (%) | 171.8578 | 240.7464 | -68.8886 | -104.9953 | -25.4076 | -79.5877 |
Avg Daily Profit (%) | 0.1069 | 0.1498 | -0.0429 | 0 | -0.0182 | -0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243512 | -157435 | -201307 | -203915 | -80074 | -168254 |
Profit Factor | 1.137 | 1.4519 | 0.9045 | 0.7553 | 0.8423 | 0.703 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 93 | 45 | 48 | 92 | 50 | 42 |
Losing Trades | 92 | 48 | 44 | 93 | 43 | 50 |
Profitability (%) | 50.2703 | 48.3871 | 52.1739 | 49.7297 | 53.7634 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.1248 | 1.5486 | 0.8292 | 0.7635 | 0.7244 | 0.8369 |
Largest Winning Trade | 101403 | 101403 | 44571 | 41647 | 31197 | 41647 |
Largest Losing Trade | -107706 | -30242 | -107706 | -135699 | -39233 | -135699 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3083 | 1554 | 1528 | 3083 | 1554 | 1528 |
Profit Streak | 17.4031 | 17.4031 | 25.9031 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117741 | 320937 | -579984 | -579636 | -580318 | -582499 |
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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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