Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124318.467 | 203072.0342 | -78753.5673 | -547729.3869 | -124686.8675 | -423042.5195 |
Total P&L (%) | 124.3185 | 203.072 | -78.7536 | -547.7294 | -124.6869 | -423.0425 |
Avg Daily Profit (%) | 0.1007 | 0.1645 | -0.0638 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274739 | -65687 | -248664 | -634290 | -279703 | -500210 |
Profit Factor | 1.1484 | 1.6065 | 0.8434 | 0.6736 | 0.8377 | 0.5352 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 127 | 62 | 65 | 55 | 30 | 25 |
Losing Trades | 58 | 30 | 28 | 130 | 62 | 68 |
Profitability (%) | 68.6486 | 67.3913 | 69.8925 | 29.7297 | 32.6087 | 26.8817 |
Ratio Avg Win / Avg Loss | 0.5245 | 0.7773 | 0.3633 | 1.5922 | 1.7312 | 1.4557 |
Largest Winning Trade | 31066 | 31066 | 18764 | 191209 | 191209 | 136079 |
Largest Losing Trade | -193639 | -40599 | -193639 | -185532 | -59028 | -185532 |
Avg Bars in Trades | 38 | 42 | 33 | 38 | 42 | 33 |
Avg Bars in Winners | 27 | 33 | 21 | 60 | 61 | 58 |
Avg Bars in Losers | 61 | 61 | 60 | 28 | 33 | 24 |
Bars Traded | 7038 | 3924 | 3114 | 7038 | 3924 | 3114 |
Profit Streak | 15.1315 | 15.1315 | 35.1315 | 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 | -112599 | 374035 | -576786 | -586000 | -585071 | -600938 |
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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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