Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179155.6023 | 200510.2997 | -21354.6974 | -104140.1768 | 45896.1177 | -150036.2945 |
Total P&L (%) | 179.1556 | 200.5103 | -21.3547 | -104.1402 | 45.8961 | -150.0363 |
Avg Daily Profit (%) | 0.1449 | 0.1622 | -0.0173 | 0 | 0.0306 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124384 | -58091 | -93021 | -160735 | -2598 | -4510 |
Profit Factor | 1.3864 | 2.2328 | 0.9291 | 0.3929 | 6.6458 | 0.0818 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 51 | 26 | 25 | 17 | 9 | 8 |
Losing Trades | 17 | 8 | 9 | 51 | 25 | 26 |
Profitability (%) | 75 | 76.4706 | 73.5294 | 25 | 26.4706 | 23.5294 |
Ratio Avg Win / Avg Loss | 0.4621 | 0.687 | 0.3345 | 1.1787 | 18.4606 | 0.2659 |
Largest Winning Trade | 48494 | 48494 | 24969 | 48494 | 48494 | 10716 |
Largest Losing Trade | -104091 | -48980 | -104091 | -154570 | -1242 | -154570 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 27 | 26 | 29 | 125 | 148 | 99 |
Avg Bars in Losers | 127 | 155 | 102 | 28 | 23 | 33 |
Bars Traded | 3588 | 1928 | 1660 | 3588 | 1928 | 1660 |
Profit Streak | 22.4188 | 152.4188 | 22.4188 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109865 | 490545 | -577197 | -722703 | -168306 | -617091 |
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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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