Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176963.2937 | 208022.6003 | -31059.3066 | -100059.7958 | 52694.4068 | -152754.2026 |
Total P&L (%) | 176.9633 | 208.0226 | -31.0593 | -100.0598 | 52.6944 | -152.7542 |
Avg Daily Profit (%) | 0.1461 | 0.1717 | -0.0256 | 0 | 0.0349 | 0 |
Buy And Hold Return (%) | 24.9911 | 24.9911 | 24.9911 | 24.9911 | 24.9911 | 24.9911 |
Max Trade Drawdown | -100023 | -54033 | -138358 | -165926 | -102 | -165861 |
Profit Factor | 1.2725 | 1.7049 | 0.9124 | 0.3983 | 182.5909 | 0.0799 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 31 | 27 | 37 | 17 | 20 |
Losing Trades | 36 | 16 | 20 | 57 | 30 | 27 |
Profitability (%) | 61.7021 | 65.9574 | 57.4468 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.7898 | 0.8799 | 0.6758 | 0.6137 | 322.2192 | 0.1078 |
Largest Winning Trade | 46657 | 46657 | 24906 | 52742 | 52742 | 13040 |
Largest Losing Trade | -100023 | -51205 | -100023 | -165821 | -31 | -165821 |
Avg Bars in Trades | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Winners | 43 | 45 | 40 | 58 | 80 | 39 |
Avg Bars in Losers | 59 | 83 | 39 | 43 | 46 | 41 |
Bars Traded | 4646 | 2757 | 1888 | 4646 | 2757 | 1888 |
Profit Streak | 30.9719 | 32.7219 | 0 | 0 | 0 | 38.9719 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 90376 | 378814 | -579731 | -584664 | -148870 | -583046 |
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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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