Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233957.2714 | 313418.9731 | -79461.7017 | -114622.0866 | 37674.1744 | -152296.261 |
Total P&L (%) | 233.9573 | 313.419 | -79.4617 | -114.6221 | 37.6742 | -152.2963 |
Avg Daily Profit (%) | 0.1221 | 0.1636 | -0.0415 | 0 | 0.0167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222352 | -100629 | -265833 | -230772 | -56022 | -231678 |
Profit Factor | 1.2106 | 1.7816 | 0.8881 | 0.7978 | 1.2396 | 0.6281 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 104 | 52 | 52 | 69 | 35 | 34 |
Losing Trades | 64 | 32 | 32 | 99 | 49 | 50 |
Profitability (%) | 61.9048 | 61.9048 | 61.9048 | 41.0714 | 41.6667 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.745 | 1.0964 | 0.5465 | 1.1446 | 1.7354 | 0.9237 |
Largest Winning Trade | 93439 | 93439 | 41844 | 51516 | 26212 | 51516 |
Largest Losing Trade | -133403 | -40193 | -133403 | -196470 | -34301 | -196470 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 36 | 29 | 42 | 53 | 45 | 61 |
Avg Bars in Losers | 56 | 47 | 64 | 37 | 30 | 44 |
Bars Traded | 7372 | 3090 | 4282 | 7372 | 3090 | 4282 |
Profit Streak | 34.2008 | 35.2008 | 34.2008 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28236 | 434199 | -578744 | -581703 | -175726 | -584811 |
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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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