Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188172.6815 | 227207.6916 | -39035.0101 | 104990.7648 | 188934.0005 | -83943.2356 |
Total P&L (%) | 188.1727 | 227.2077 | -39.035 | 104.9908 | 188.934 | -83.9432 |
Avg Daily Profit (%) | 0.1518 | 0.1832 | -0.0315 | 0.0579 | 0.0856 | -0.1474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225064 | -47667 | -215519 | -304636 | -34182 | -312835 |
Profit Factor | 1.369 | 2.6254 | 0.8945 | 1.2113 | 3.1181 | 0.7941 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 24 | 28 | 50 | 24 | 26 |
Losing Trades | 27 | 15 | 12 | 29 | 15 | 14 |
Profitability (%) | 65.8228 | 61.5385 | 70 | 63.2911 | 61.5385 | 65 |
Ratio Avg Win / Avg Loss | 0.7108 | 1.6408 | 0.3834 | 0.7026 | 1.9488 | 0.4276 |
Largest Winning Trade | 72421 | 72421 | 28859 | 125221 | 82224 | 125221 |
Largest Losing Trade | -142460 | -26336 | -142460 | -278880 | -27223 | -278880 |
Avg Bars in Trades | 179 | 194 | 165 | 179 | 194 | 165 |
Avg Bars in Winners | 122 | 138 | 108 | 137 | 159 | 116 |
Avg Bars in Losers | 290 | 283 | 299 | 252 | 249 | 256 |
Bars Traded | 14192 | 7571 | 6621 | 14192 | 7571 | 6621 |
Profit Streak | 17.7678 | 0 | 60.5178 | 17.7678 | 0 | 60.5178 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22334 | 504044 | -577180 | -146432 | -71186 | -577829 |
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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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