Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263061.8335 | 339349.8219 | -76287.9885 | -139536.5059 | 60015.7658 | -199552.2717 |
Total P&L (%) | 263.0618 | 339.3498 | -76.288 | -139.5365 | 60.0158 | -199.5523 |
Avg Daily Profit (%) | 0.1405 | 0.1813 | -0.0408 | 0 | 0.0251 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235548 | -123113 | -179790 | -241130 | -132125 | -227149 |
Profit Factor | 1.2053 | 1.6415 | 0.8986 | 0.8143 | 1.2122 | 0.5742 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 98 | 48 | 50 | 95 | 43 | 52 |
Losing Trades | 85 | 44 | 41 | 88 | 49 | 39 |
Profitability (%) | 53.5519 | 52.1739 | 54.9451 | 51.9126 | 46.7391 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0454 | 1.5047 | 0.7369 | 0.7543 | 1.3814 | 0.4306 |
Largest Winning Trade | 121299 | 121299 | 54543 | 75656 | 75656 | 37458 |
Largest Losing Trade | -158547 | -48775 | -158547 | -100730 | -57464 | -100730 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 23 | 25 | 22 | 28 | 30 | 26 |
Avg Bars in Losers | 35 | 36 | 34 | 30 | 31 | 29 |
Bars Traded | 5394 | 2862 | 2532 | 5394 | 2862 | 2532 |
Profit Streak | 30.0933 | 30.0933 | 77.0933 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3203 | 398991 | -579206 | -579293 | -162007 | -579885 |
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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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