Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129172.6444 | -25672.6123 | 154845.2566 | 3674.5826 | -20054.1444 | 23728.727 |
Total P&L (%) | 129.1726 | -25.6726 | 154.8453 | 3.6746 | -20.0541 | 23.7287 |
Avg Daily Profit (%) | 0.1243 | -0.0247 | 0.149 | 0.0035 | -0.0215 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110878 | -104254 | -75671 | -160337 | -75422 | -132964 |
Profit Factor | 1.2721 | 0.9001 | 1.7105 | 1.0076 | 0.9015 | 1.0851 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 182 | 80 | 102 | 182 | 80 | 102 |
Losing Trades | 48 | 35 | 13 | 48 | 35 | 13 |
Profitability (%) | 79.1304 | 69.5652 | 88.6957 | 79.1304 | 69.5652 | 88.6957 |
Ratio Avg Win / Avg Loss | 0.3355 | 0.3938 | 0.218 | 0.2657 | 0.3944 | 0.1383 |
Largest Winning Trade | 17873 | 17873 | 13720 | 14745 | 11698 | 14745 |
Largest Losing Trade | -63136 | -35011 | -63136 | -77851 | -23853 | -77851 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 11 | 6 | 16 | 11 | 6 | 16 |
Avg Bars in Losers | 79 | 55 | 145 | 79 | 55 | 145 |
Bars Traded | 6008 | 2454 | 3554 | 6008 | 2454 | 3554 |
Profit Streak | 61.738 | 61.738 | 65.738 | 61.738 | 61.738 | 65.738 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22002 | -576822 | 449419 | -560951 | -576822 | -292370 |
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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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