Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189418.6236 | 173737.1664 | 15681.4572 | -17572.0114 | -31719.7714 | 14147.76 |
Total P&L (%) | 189.4186 | 173.7372 | 15.6815 | -17.572 | -31.7198 | 14.1478 |
Avg Daily Profit (%) | 0.1818 | 0.1668 | 0.0151 | -0.0186 | -0.0366 | 0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89478 | -86130 | -13462 | -274321 | -252694 | -25311 |
Profit Factor | 1.5325 | 1.533 | 1.5272 | 0.9743 | 0.9503 | 1.3029 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 60.6061 | 60.6061 | 60.6061 | 60.6061 | 60.6061 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.9961 | 0.9964 | 0.9927 | 0.6333 | 0.6177 | 0.8469 |
Largest Winning Trade | 90760 | 90760 | 7021 | 112209 | 112209 | 13173 |
Largest Losing Trade | -69782 | -69782 | -6550 | -233269 | -233269 | -16064 |
Avg Bars in Trades | 375 | 744 | 6 | 375 | 744 | 6 |
Avg Bars in Winners | 188 | 370 | 6 | 188 | 370 | 6 |
Avg Bars in Losers | 662 | 1318 | 5 | 662 | 1318 | 5 |
Bars Traded | 24752 | 24552 | 200 | 24752 | 24552 | 200 |
Profit Streak | 3.9957 | 0 | 58.1624 | 3.9957 | 0 | 58.1624 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120044 | 307017 | -180507 | -708126 | -579427 | -211980 |
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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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