Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142742.1403 | -41313.8464 | 184055.9867 | 28951.8891 | -66999.6389 | 95951.528 |
Total P&L (%) | 142.7421 | -41.3138 | 184.056 | 28.9519 | -66.9996 | 95.9515 |
Avg Daily Profit (%) | 0.1379 | -0.0399 | 0.1778 | 0.0246 | -0.107 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180184 | -152393 | -52306 | -249963 | -165370 | -89723 |
Profit Factor | 1.2847 | 0.8729 | 2.0435 | 1.0511 | 0.812 | 1.4568 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 75.5952 | 77.381 | 73.8095 | 75.5952 | 77.381 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.4147 | 0.2552 | 0.7251 | 0.3393 | 0.2373 | 0.5169 |
Largest Winning Trade | 33699 | 28816 | 33699 | 15853 | 15853 | 12678 |
Largest Losing Trade | -50057 | -43850 | -50057 | -79363 | -78190 | -79363 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 8 | 5 | 11 | 8 | 5 | 11 |
Avg Bars in Losers | 43 | 52 | 35 | 43 | 52 | 35 |
Bars Traded | 2868 | 1371 | 1497 | 2868 | 1371 | 1497 |
Profit Streak | 30.7567 | 54.09 | 30.7567 | 30.7567 | 54.09 | 30.7567 |
Trades During Streak | 8 | 9 | 4 | 8 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4539 | -575355 | 480650 | -323114 | -575355 | -101957 |
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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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