Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345364.8951 | 379471.7786 | -34106.8835 | -40858.9823 | 130826.5788 | -171685.5611 |
Total P&L (%) | 345.3649 | 379.4718 | -34.1069 | -40.859 | 130.8266 | -171.6856 |
Avg Daily Profit (%) | 0.1378 | 0.1514 | -0.0136 | -0.021 | 0.0334 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145964 | -102521 | -152343 | -146787 | -108649 | -196449 |
Profit Factor | 1.2832 | 1.5936 | 0.9412 | 0.9594 | 1.269 | 0.6695 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 47.3118 | 43.0108 | 51.6129 | 47.3118 | 43.0108 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.429 | 2.1115 | 0.8824 | 1.0684 | 1.6814 | 0.6277 |
Largest Winning Trade | 135924 | 135924 | 41842 | 90063 | 90063 | 33042 |
Largest Losing Trade | -46712 | -36202 | -46712 | -69784 | -33945 | -69784 |
Avg Bars in Trades | 78 | 88 | 67 | 78 | 88 | 67 |
Avg Bars in Winners | 91 | 103 | 80 | 91 | 103 | 80 |
Avg Bars in Losers | 66 | 77 | 53 | 66 | 77 | 53 |
Bars Traded | 14552 | 8270 | 6283 | 14552 | 8270 | 6283 |
Profit Streak | 42.7084 | 106.0417 | 42.7084 | 42.7084 | 106.0417 | 42.7084 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8192 | 306912 | -580322 | -578195 | -148964 | -580322 |
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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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