Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168214.8611 | 284080.1121 | -115865.251 | 374246.2043 | -129910.3823 | 504156.5866 |
Total P&L (%) | 168.2149 | 284.0801 | -115.8653 | 374.2462 | -129.9104 | 504.1566 |
Avg Daily Profit (%) | 0.1191 | 0.2012 | -0.0821 | 0.1103 | 0 | 0.1275 |
Buy And Hold Return (%) | 60.498 | 60.498 | 60.498 | 60.498 | 60.498 | 60.498 |
Max Trade Drawdown | -205765 | -88905 | -277433 | -1065123 | -432879 | -807179 |
Profit Factor | 1.171 | 1.9114 | 0.8275 | 1.1448 | 0.8739 | 1.3242 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 115 | 57 | 58 | 105 | 50 | 55 |
Losing Trades | 62 | 31 | 31 | 72 | 38 | 34 |
Profitability (%) | 64.9718 | 64.7727 | 65.1685 | 59.322 | 56.8182 | 61.7978 |
Ratio Avg Win / Avg Loss | 0.6313 | 1.0395 | 0.4423 | 0.785 | 0.6642 | 0.8186 |
Largest Winning Trade | 55934 | 55934 | 38258 | 694373 | 74658 | 694373 |
Largest Losing Trade | -167316 | -54424 | -167316 | -490221 | -112227 | -490221 |
Avg Bars in Trades | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Winners | 35 | 34 | 36 | 39 | 38 | 40 |
Avg Bars in Losers | 66 | 62 | 71 | 56 | 51 | 61 |
Bars Traded | 8174 | 3866 | 4308 | 8174 | 3866 | 4308 |
Profit Streak | 456.6283 | 0 | 499.2949 | 456.6283 | 0 | 499.2949 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67841 | 375102 | -577889 | -106501 | -580213 | -21398 |
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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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