Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116314.3127 | -45339.5103 | 161653.823 | -21565.1156 | -90901.1851 | 69336.0695 |
Total P&L (%) | 116.3143 | -45.3395 | 161.6538 | -21.5651 | -90.9012 | 69.3361 |
Avg Daily Profit (%) | 0.1125 | -0.0439 | 0.1564 | -0.0235 | -0.2317 | 0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99960 | -156043 | -60181 | -146959 | -166607 | -62304 |
Profit Factor | 1.1917 | 0.8777 | 1.6854 | 0.9626 | 0.7502 | 1.3265 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 75.2427 | 70.8738 | 79.6117 | 75.2427 | 70.8738 | 79.6117 |
Ratio Avg Win / Avg Loss | 0.3921 | 0.3607 | 0.4316 | 0.3167 | 0.3083 | 0.3397 |
Largest Winning Trade | 23455 | 23455 | 18547 | 23455 | 23455 | 15067 |
Largest Losing Trade | -60181 | -47322 | -60181 | -79797 | -79797 | -60433 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 8 | 6 | 10 | 8 | 6 | 10 |
Avg Bars in Losers | 49 | 43 | 58 | 49 | 43 | 58 |
Bars Traded | 3855 | 1758 | 2098 | 3855 | 1758 | 2098 |
Profit Streak | 51.7142 | 51.7142 | 68.2142 | 51.7142 | 51.7142 | 68.2142 |
Trades During Streak | 29 | 14 | 16 | 29 | 14 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47477 | -576039 | 487081 | -574203 | -576039 | -120435 |
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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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