Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163884.906 | 167876.4346 | -3991.5287 | 6141.0266 | 132247.952 | -126106.9254 |
Total P&L (%) | 163.8849 | 167.8764 | -3.9915 | 6.141 | 132.248 | -126.1069 |
Avg Daily Profit (%) | 0.1573 | 0.1612 | -0.0038 | 0.0057 | 0.0809 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147055 | -104626 | -64154 | -399360 | -245429 | -186596 |
Profit Factor | 1.3983 | 1.6738 | 0.9754 | 1.0078 | 1.2855 | 0.6156 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.0864 | 50 | 56.0976 | 53.0864 | 50 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.2357 | 1.6738 | 0.7634 | 0.8906 | 1.2855 | 0.4818 |
Largest Winning Trade | 88147 | 88147 | 17379 | 145959 | 145959 | 23057 |
Largest Losing Trade | -67241 | -67241 | -28814 | -133914 | -133914 | -57209 |
Avg Bars in Trades | 278 | 498 | 64 | 278 | 498 | 64 |
Avg Bars in Winners | 193 | 324 | 79 | 193 | 324 | 79 |
Avg Bars in Losers | 375 | 672 | 45 | 375 | 672 | 45 |
Bars Traded | 22557 | 19921 | 2636 | 22557 | 19921 | 2636 |
Profit Streak | 0 | 73.4395 | 0 | 0 | 73.4395 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7936 | 397653 | -579951 | -580489 | -84324 | -579951 |
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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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