Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201246.2776 | 309633.5206 | -108387.243 | -98464.4344 | -63278.5726 | -35185.8618 |
Total P&L (%) | 201.2463 | 309.6335 | -108.3872 | -98.4644 | -63.2786 | -35.1859 |
Avg Daily Profit (%) | 0.1058 | 0.1629 | -0.057 | -0.2194 | -0.0527 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230016 | -206672 | -148828 | -158653 | -117355 | -57942 |
Profit Factor | 1.2812 | 1.7132 | 0.6151 | 0.5962 | 0.6259 | 0.5287 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 56.7164 | 60.6061 | 52.9412 | 56.7164 | 60.6061 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.9777 | 1.1136 | 0.5468 | 0.455 | 0.4069 | 0.4699 |
Largest Winning Trade | 289771 | 289771 | 28953 | 37134 | 37134 | 11249 |
Largest Losing Trade | -89652 | -74011 | -89652 | -98050 | -98050 | -31517 |
Avg Bars in Trades | 156 | 275 | 41 | 156 | 275 | 41 |
Avg Bars in Winners | 101 | 153 | 43 | 101 | 153 | 43 |
Avg Bars in Losers | 229 | 464 | 39 | 229 | 464 | 39 |
Bars Traded | 10507 | 9101 | 1406 | 10507 | 9101 | 1406 |
Profit Streak | 682.1471 | 684.1471 | 682.1471 | 682.1471 | 684.1471 | 682.1471 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172127 | 436353 | -579082 | -699527 | -578096 | -579082 |
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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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