Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113376.9144 | -59379.9458 | 172756.8602 | 14522.3021 | -94398.431 | 108920.7331 |
Total P&L (%) | 113.3769 | -59.3799 | 172.7569 | 14.5223 | -94.3984 | 108.9207 |
Avg Daily Profit (%) | 0.1103 | -0.0577 | 0.168 | 0.0132 | -0.2799 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131262 | -181581 | -43984 | -146324 | -173050 | -55013 |
Profit Factor | 1.1822 | 0.858 | 1.8467 | 1.0235 | 0.7673 | 1.5128 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 70.2128 | 65.9574 | 74.4681 | 70.2128 | 65.9574 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.5015 | 0.4428 | 0.6332 | 0.4342 | 0.396 | 0.5187 |
Largest Winning Trade | 21410 | 21410 | 12745 | 21410 | 21410 | 18670 |
Largest Losing Trade | -43984 | -34147 | -43984 | -49869 | -48122 | -49869 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
Bars Traded | 3863 | 2129 | 1734 | 3863 | 2129 | 1734 |
Profit Streak | 49.9621 | 49.9621 | 63.7121 | 49.9621 | 49.9621 | 63.7121 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61889 | -576853 | 472775 | -390989 | -576853 | -92456 |
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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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