Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182964.251 | 214411.4225 | -31447.1715 | -244531.8944 | -163225.8641 | -81306.0303 |
Total P&L (%) | 182.9643 | 214.4114 | -31.4472 | -244.5319 | -163.2259 | -81.306 |
Avg Daily Profit (%) | 0.1281 | 0.1501 | -0.022 | 0 | 0 | -0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229403 | -72491 | -171741 | -378625 | -200230 | -182162 |
Profit Factor | 1.333 | 2.1872 | 0.9147 | 0.5907 | 0.4214 | 0.7421 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 19 | 25 | 32 | 16 | 16 |
Losing Trades | 38 | 22 | 16 | 50 | 25 | 25 |
Profitability (%) | 53.6585 | 46.3415 | 60.9756 | 39.0244 | 39.0244 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.1512 | 2.5326 | 0.5854 | 0.923 | 0.6585 | 1.1596 |
Largest Winning Trade | 79926 | 79926 | 40465 | 128436 | 34678 | 128436 |
Largest Losing Trade | -133699 | -39497 | -133699 | -49090 | -49090 | -46800 |
Avg Bars in Trades | 97 | 99 | 95 | 97 | 99 | 95 |
Avg Bars in Winners | 100 | 97 | 102 | 100 | 117 | 83 |
Avg Bars in Losers | 93 | 100 | 84 | 95 | 87 | 102 |
Bars Traded | 7959 | 4064 | 3895 | 7959 | 4064 | 3895 |
Profit Streak | 54.5094 | 54.5094 | 77.8428 | 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 | -28518 | 394298 | -577949 | -593823 | -585010 | -583343 |
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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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