Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49977.0561 | 197121.53 | -147144.4739 | -10857.5732 | 94668.5794 | -105526.1526 |
Total P&L (%) | 49.9771 | 197.1215 | -147.1445 | -10.8576 | 94.6686 | -105.5262 |
Avg Daily Profit (%) | 0.0401 | 0.1581 | -0.118 | -0.0092 | 0.0534 | 0 |
Buy And Hold Return (%) | 22.522 | 22.522 | 22.522 | 22.522 | 22.522 | 22.522 |
Max Trade Drawdown | -105693 | -52964 | -102056 | -157041 | -56736 | -154131 |
Profit Factor | 1.0617 | 1.9028 | 0.7511 | 0.9849 | 1.5344 | 0.8046 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 147 | 71 | 76 | 137 | 67 | 70 |
Losing Trades | 33 | 19 | 14 | 43 | 23 | 20 |
Profitability (%) | 81.6667 | 78.8889 | 84.4444 | 76.1111 | 74.4444 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.2383 | 0.5092 | 0.1384 | 0.3091 | 0.5267 | 0.2299 |
Largest Winning Trade | 21180 | 20095 | 21180 | 298475 | 79603 | 298475 |
Largest Losing Trade | -281770 | -35394 | -281770 | -281770 | -28903 | -281770 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 10 | 11 | 9 | 12 | 14 | 11 |
Avg Bars in Losers | 63 | 62 | 63 | 42 | 44 | 40 |
Bars Traded | 3568 | 1978 | 1590 | 3568 | 1978 | 1590 |
Profit Streak | 26.0008 | 26.0008 | 42.0008 | 26.0008 | 26.0008 | 42.0008 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -291863 | 489156 | -574713 | -574518 | -118821 | -575433 |
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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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