Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193952.8168 | 223664.4769 | -29711.66 | -246771.4688 | -29519.1079 | -217252.3608 |
Total P&L (%) | 193.9528 | 223.6645 | -29.7117 | -246.7715 | -29.5191 | -217.2524 |
Avg Daily Profit (%) | 0.1564 | 0.1803 | -0.024 | 0 | -0.0282 | 0 |
Buy And Hold Return (%) | 10.9454 | 10.9454 | 10.9454 | 10.9454 | 10.9454 | 10.9454 |
Max Trade Drawdown | -177480 | -52910 | -202534 | -375072 | -89064 | -317625 |
Profit Factor | 1.294 | 2.087 | 0.9346 | 0.7238 | 0.9133 | 0.607 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 160 | 79 | 81 | 35 | 19 | 16 |
Losing Trades | 34 | 18 | 16 | 159 | 78 | 81 |
Profitability (%) | 82.4742 | 81.4433 | 83.5052 | 18.0412 | 19.5876 | 16.4948 |
Ratio Avg Win / Avg Loss | 0.275 | 0.4755 | 0.1846 | 3.288 | 3.7494 | 3.0731 |
Largest Winning Trade | 23282 | 23282 | 21180 | 161778 | 74559 | 161778 |
Largest Losing Trade | -159944 | -52239 | -159944 | -200871 | -21116 | -200871 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 8 | 9 | 7 | 58 | 67 | 48 |
Avg Bars in Losers | 63 | 70 | 55 | 9 | 9 | 8 |
Bars Traded | 3540 | 2034 | 1506 | 3540 | 2034 | 1506 |
Profit Streak | 32.4907 | 82.8241 | 32.4907 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467903 | 519652 | -574786 | -637191 | -631687 | -645318 |
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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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