Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146972.8431 | 189776.5376 | -42803.6945 | -106760.6238 | -33708.0197 | -73052.6041 |
Total P&L (%) | 146.9728 | 189.7765 | -42.8037 | -106.7606 | -33.708 | -73.0526 |
Avg Daily Profit (%) | 0.1191 | 0.1538 | -0.0347 | 0 | -0.0333 | -0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111789 | -80656 | -154668 | -133591 | -12268 | -110656 |
Profit Factor | 1.1616 | 1.4726 | 0.9157 | 0.5431 | 0.6422 | 0.4762 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 125 | 62 | 63 | 59 | 29 | 30 |
Losing Trades | 56 | 28 | 28 | 122 | 61 | 61 |
Profitability (%) | 69.0608 | 68.8889 | 69.2308 | 32.5967 | 32.2222 | 32.967 |
Ratio Avg Win / Avg Loss | 0.5204 | 0.6651 | 0.407 | 1.123 | 1.3508 | 0.9682 |
Largest Winning Trade | 37197 | 37197 | 20766 | 20670 | 17264 | 20670 |
Largest Losing Trade | -111789 | -47897 | -111789 | -101470 | -52863 | -101470 |
Avg Bars in Trades | 80 | 84 | 76 | 80 | 84 | 76 |
Avg Bars in Winners | 47 | 47 | 47 | 139 | 153 | 126 |
Avg Bars in Losers | 152 | 164 | 141 | 51 | 51 | 51 |
Bars Traded | 14517 | 7562 | 6955 | 14517 | 7562 | 6955 |
Profit Streak | 16.9503 | 16.9503 | 38.617 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73549 | 348541 | -576887 | -584931 | -586338 | -587713 |
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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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