Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137841.7983 | 202273.6593 | -64431.861 | -272377.8324 | -58917.3054 | -213460.527 |
Total P&L (%) | 137.8418 | 202.2737 | -64.4319 | -272.3778 | -58.9173 | -213.4605 |
Avg Daily Profit (%) | 0.1117 | 0.1639 | -0.0522 | 0 | -0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275859 | -68808 | -257737 | -296374 | -102807 | -237340 |
Profit Factor | 1.1529 | 1.5756 | 0.8829 | 0.6298 | 0.7945 | 0.5246 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 105 | 50 | 55 | 79 | 42 | 37 |
Losing Trades | 80 | 42 | 38 | 106 | 50 | 56 |
Profitability (%) | 56.7568 | 54.3478 | 59.1398 | 42.7027 | 45.6522 | 39.7849 |
Ratio Avg Win / Avg Loss | 0.8784 | 1.3235 | 0.61 | 0.845 | 0.9458 | 0.7941 |
Largest Winning Trade | 78003 | 78003 | 32446 | 75036 | 54336 | 75036 |
Largest Losing Trade | -176877 | -43213 | -176877 | -219321 | -43213 | -219321 |
Avg Bars in Trades | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Winners | 22 | 27 | 17 | 29 | 33 | 25 |
Avg Bars in Losers | 31 | 34 | 27 | 23 | 28 | 18 |
Bars Traded | 4809 | 2812 | 1997 | 4809 | 2812 | 1997 |
Profit Streak | 5.0564 | 0 | 59.8064 | 0 | 14.5564 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95145 | 336070 | -578110 | -582369 | -582186 | -584778 |
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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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