Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184787.6806 | 84187.8469 | 100599.8338 | -209430.9176 | -2124.4349 | -207306.4827 |
Total P&L (%) | 184.7877 | 84.1878 | 100.5998 | -209.4309 | -2.1244 | -207.3065 |
Avg Daily Profit (%) | 0.1642 | 0.0748 | 0.0894 | 0 | -0.0019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148630 | -26142 | -152127 | -807308 | -150585 | -792603 |
Profit Factor | 1.5165 | 2.2364 | 1.3473 | 0.8255 | 0.9896 | 0.7921 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 83 | 38 | 45 | 50 | 26 | 24 |
Losing Trades | 30 | 19 | 11 | 63 | 31 | 32 |
Profitability (%) | 73.4513 | 66.6667 | 80.3571 | 44.2478 | 45.614 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.5481 | 1.1182 | 0.3293 | 1.0402 | 1.1799 | 1.0561 |
Largest Winning Trade | 57164 | 57164 | 28616 | 68332 | 57164 | 68332 |
Largest Losing Trade | -114696 | -9069 | -114696 | -767269 | -58958 | -767269 |
Avg Bars in Trades | 29 | 2 | 56 | 29 | 2 | 56 |
Avg Bars in Winners | 23 | 1 | 42 | 42 | 2 | 85 |
Avg Bars in Losers | 44 | 3 | 114 | 18 | 2 | 34 |
Bars Traded | 3291 | 135 | 3156 | 3291 | 135 | 3156 |
Profit Streak | 15.1874 | 15.1874 | 16.5208 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432837 | -266944 | -250463 | -580770 | -760594 | -761944 |
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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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