Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166960.2762 | 220631.2386 | -53670.9624 | -100533.2369 | 50933.1336 | -151466.3705 |
Total P&L (%) | 166.9603 | 220.6312 | -53.671 | -100.5332 | 50.9331 | -151.4664 |
Avg Daily Profit (%) | 0.1336 | 0.1765 | -0.0429 | 0 | 0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129358 | -74586 | -109447 | -185236 | -29675 | -155886 |
Profit Factor | 1.2635 | 1.7496 | 0.8418 | 0.652 | 1.5934 | 0.2541 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 22 | 23 | 40 | 20 | 20 |
Losing Trades | 38 | 20 | 18 | 43 | 22 | 21 |
Profitability (%) | 54.2169 | 52.381 | 56.0976 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.0669 | 1.5905 | 0.6588 | 0.7009 | 1.7527 | 0.2668 |
Largest Winning Trade | 221293 | 221293 | 33497 | 126220 | 126220 | 21016 |
Largest Losing Trade | -100403 | -46675 | -100403 | -107740 | -46675 | -107740 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 30 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 28 |
Bars Traded | 2430 | 1212 | 1218 | 2430 | 1212 | 1218 |
Profit Streak | 0 | 0 | 0 | 77.7924 | 77.7924 | 95.2924 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15308 | 409210 | -579674 | -581062 | -146811 | -579979 |
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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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