Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118561.869 | -41110.5595 | 159672.4285 | -18851.6871 | -82770.6156 | 63918.9285 |
Total P&L (%) | 118.5619 | -41.1106 | 159.6724 | -18.8517 | -82.7706 | 63.9189 |
Avg Daily Profit (%) | 0.1142 | -0.0396 | 0.1538 | -0.0201 | -0.1692 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133451 | -152552 | -60181 | -207559 | -160577 | -126874 |
Profit Factor | 1.1993 | 0.8871 | 1.6921 | 0.975 | 0.807 | 1.1964 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 76.1658 | 73.1959 | 79.1667 | 76.1658 | 73.1959 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.3753 | 0.3249 | 0.4453 | 0.3051 | 0.2955 | 0.3148 |
Largest Winning Trade | 23455 | 23455 | 16781 | 23455 | 23455 | 21893 |
Largest Losing Trade | -60181 | -46294 | -60181 | -110754 | -78064 | -110754 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Losers | 53 | 48 | 60 | 53 | 48 | 60 |
Bars Traded | 3896 | 1822 | 2074 | 3896 | 1822 | 2074 |
Profit Streak | 33.918 | 57.418 | 33.918 | 33.918 | 57.418 | 33.918 |
Trades During Streak | 13 | 14 | 6 | 13 | 14 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37132 | -575770 | 477348 | -574354 | -575770 | -130280 |
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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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