Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186770.8045 | 286755.2153 | -99984.4109 | -98255.1438 | 142454.8609 | -240710.0047 |
Total P&L (%) | 186.7708 | 286.7552 | -99.9844 | -98.2551 | 142.4549 | -240.71 |
Avg Daily Profit (%) | 0.1 | 0.1536 | -0.0536 | -0.2166 | 0.0474 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264297 | -75048 | -201394 | -257563 | -30130 | -276246 |
Profit Factor | 1.2292 | 1.9698 | 0.8074 | 0.7226 | 4.8587 | 0.2415 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 17 | 23 | 30 | 20 | 10 |
Losing Trades | 27 | 16 | 11 | 37 | 13 | 24 |
Profitability (%) | 59.7015 | 51.5152 | 67.6471 | 44.7761 | 60.6061 | 29.4118 |
Ratio Avg Win / Avg Loss | 0.8297 | 1.8539 | 0.3861 | 0.8913 | 3.1581 | 0.5795 |
Largest Winning Trade | 98602 | 98602 | 51197 | 125236 | 125236 | 31083 |
Largest Losing Trade | -166199 | -40690 | -166199 | -188505 | -30130 | -188505 |
Avg Bars in Trades | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Winners | 39 | 48 | 33 | 54 | 56 | 50 |
Avg Bars in Losers | 69 | 63 | 77 | 49 | 54 | 46 |
Bars Traded | 3471 | 1843 | 1628 | 3471 | 1843 | 1628 |
Profit Streak | 111.5567 | 180.5567 | 111.5567 | 111.5567 | 180.5567 | 111.5567 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180221 | 422026 | -577945 | -703129 | -119915 | -590602 |
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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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