Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116501.9406 | 187519.0035 | -71017.0629 | -89855.1053 | 41086.9281 | -130942.0334 |
Total P&L (%) | 116.5019 | 187.519 | -71.0171 | -89.8551 | 41.0869 | -130.942 |
Avg Daily Profit (%) | 0.0944 | 0.1519 | -0.0575 | -0.1852 | 0.0279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184394 | -117035 | -113042 | -177194 | -102316 | -182317 |
Profit Factor | 1.1512 | 1.4591 | 0.804 | 0.8436 | 1.146 | 0.5531 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 72.7749 | 73.6842 | 71.875 | 72.7749 | 73.6842 | 71.875 |
Ratio Avg Win / Avg Loss | 0.4307 | 0.5211 | 0.3146 | 0.3156 | 0.4093 | 0.2164 |
Largest Winning Trade | 28468 | 28468 | 13285 | 31651 | 31651 | 12991 |
Largest Losing Trade | -87532 | -60383 | -87532 | -147587 | -57625 | -147587 |
Avg Bars in Trades | 36 | 61 | 12 | 36 | 61 | 12 |
Avg Bars in Winners | 13 | 20 | 6 | 13 | 20 | 6 |
Avg Bars in Losers | 99 | 175 | 29 | 99 | 175 | 29 |
Bars Traded | 7033 | 5821 | 1212 | 7033 | 5821 | 1212 |
Profit Streak | 13.8733 | 13.8733 | 41.8733 | 13.8733 | 13.8733 | 41.8733 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117314 | 386057 | -576182 | -575229 | -215204 | -576182 |
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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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