Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172247.0726 | -58119.9708 | 230367.0434 | -3544.0784 | -235824.8007 | 232280.7223 |
Total P&L (%) | 172.2471 | -58.12 | 230.367 | -3.5441 | -235.8248 | 232.2807 |
Avg Daily Profit (%) | 0.1124 | -0.0379 | 0.1503 | -0.0024 | 0 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111706 | -117567 | -71686 | -194817 | -278726 | -137799 |
Profit Factor | 1.1917 | 0.896 | 1.6785 | 0.9974 | 0.7294 | 1.4539 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 76 | 46 | 30 | 76 | 46 | 30 |
Profitability (%) | 64.3192 | 57.0093 | 71.6981 | 64.3192 | 57.0093 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.6611 | 0.6757 | 0.6626 | 0.5533 | 0.55 | 0.5739 |
Largest Winning Trade | 26988 | 22743 | 26988 | 43863 | 25763 | 43863 |
Largest Losing Trade | -54978 | -54978 | -41096 | -76758 | -76758 | -73132 |
Avg Bars in Trades | 84 | 83 | 84 | 84 | 83 | 84 |
Avg Bars in Winners | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Losers | 140 | 135 | 148 | 140 | 135 | 148 |
Bars Traded | 17911 | 8924 | 8987 | 17911 | 8924 | 8987 |
Profit Streak | 48.4183 | 57.5016 | 48.4183 | 48.4183 | 57.5016 | 48.4183 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49631 | -578619 | 428523 | -576152 | -578619 | -84639 |
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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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