Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125974.3659 | -29196.0021 | 155170.368 | -7841.518 | -54020.1831 | 46178.6651 |
Total P&L (%) | 125.9744 | -29.196 | 155.1704 | -7.8415 | -54.0202 | 46.1787 |
Avg Daily Profit (%) | 0.1211 | -0.0281 | 0.1491 | -0.0078 | -0.0746 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120127 | -163885 | -56321 | -85539 | -98343 | -47192 |
Profit Factor | 1.1796 | 0.9362 | 1.637 | 0.9828 | 0.8105 | 1.2704 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 66.4894 | 58.5106 | 74.4681 | 66.4894 | 58.5106 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.5945 | 0.6639 | 0.5613 | 0.4953 | 0.5747 | 0.4355 |
Largest Winning Trade | 24180 | 24180 | 16790 | 16194 | 16194 | 14690 |
Largest Losing Trade | -49369 | -35993 | -49369 | -42040 | -35993 | -42040 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 3087 | 1646 | 1441 | 3087 | 1646 | 1441 |
Profit Streak | 4.8537 | 0 | 56.1871 | 4.8537 | 0 | 56.1871 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52038 | -579700 | 408352 | -576798 | -579700 | -142571 |
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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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