Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214040.1104 | 290235.1548 | -76195.0444 | -114523.383 | 220526.4144 | -335049.7975 |
Total P&L (%) | 214.0401 | 290.2352 | -76.195 | -114.5234 | 220.5264 | -335.0498 |
Avg Daily Profit (%) | 0.1141 | 0.1548 | -0.0406 | 0 | 0.0621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177090 | -77647 | -157419 | -383022 | -73187 | -367049 |
Profit Factor | 1.277 | 1.8806 | 0.828 | 0.7944 | 2.6799 | 0.2132 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 15 | 20 | 31 | 14 | 17 |
Losing Trades | 28 | 16 | 12 | 32 | 17 | 15 |
Profitability (%) | 55.5556 | 48.3871 | 62.5 | 49.2063 | 45.1613 | 53.125 |
Ratio Avg Win / Avg Loss | 1.0216 | 2.006 | 0.4968 | 0.8201 | 3.2542 | 0.1881 |
Largest Winning Trade | 179166 | 179166 | 37108 | 236499 | 236499 | 32000 |
Largest Losing Trade | -131519 | -45570 | -131519 | -219610 | -73187 | -219610 |
Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 52 | 41 |
Avg Bars in Losers | 66 | 66 | 66 | 64 | 60 | 68 |
Bars Traded | 3493 | 1760 | 1733 | 3493 | 1760 | 1733 |
Profit Streak | 191.7542 | 191.7542 | 256.2542 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189565 | 400006 | -577838 | -732086 | -106782 | -580405 |
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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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