Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131477.287 | -38882.8765 | 170360.1636 | 15007.5642 | -76190.8034 | 91198.3677 |
Total P&L (%) | 131.4773 | -38.8829 | 170.3602 | 15.0076 | -76.1908 | 91.1984 |
Avg Daily Profit (%) | 0.1264 | -0.0374 | 0.1638 | 0.0134 | -0.1379 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122217 | -77030 | -92973 | -205465 | -115468 | -109588 |
Profit Factor | 1.189 | 0.8986 | 1.5459 | 1.0234 | 0.7827 | 1.315 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.2457 | 0.9414 | 1.6196 | 1.0722 | 0.8199 | 1.3776 |
Largest Winning Trade | 36517 | 34580 | 36517 | 55319 | 55319 | 32373 |
Largest Losing Trade | -28989 | -28989 | -24836 | -55006 | -55006 | -49205 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2906 | 1306 | 1600 | 2906 | 1306 | 1600 |
Profit Streak | 14.2813 | 14.2813 | 15.6147 | 14.2813 | 14.2813 | 15.6147 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35025 | -580683 | 363317 | -378028 | -580683 | -109426 |
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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) |
---|