Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124518.3763 | 183549.5906 | -59031.2143 | -172280.143 | 7338.907 | -179619.0501 |
Total P&L (%) | 124.5184 | 183.5496 | -59.0312 | -172.2801 | 7.3389 | -179.6191 |
Avg Daily Profit (%) | 0.1195 | 0.1762 | -0.0567 | 0 | 0.0068 | 0 |
Buy And Hold Return (%) | 31.5287 | 31.5287 | 31.5287 | 31.5287 | 31.5287 | 31.5287 |
Max Trade Drawdown | -190168 | -43632 | -264064 | -196090 | -31738 | -195119 |
Profit Factor | 1.1728 | 1.7471 | 0.8757 | 0.5917 | 1.0617 | 0.407 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 117 | 58 | 59 | 77 | 43 | 34 |
Losing Trades | 75 | 38 | 37 | 115 | 53 | 62 |
Profitability (%) | 60.9375 | 60.4167 | 61.4583 | 40.1042 | 44.7917 | 35.4167 |
Ratio Avg Win / Avg Loss | 0.7518 | 1.1446 | 0.5491 | 0.8837 | 1.3086 | 0.7422 |
Largest Winning Trade | 27073 | 27073 | 18953 | 19179 | 19179 | 16100 |
Largest Losing Trade | -126273 | -34794 | -126273 | -144129 | -9023 | -144129 |
Avg Bars in Trades | 128 | 127 | 129 | 128 | 127 | 129 |
Avg Bars in Winners | 99 | 101 | 96 | 164 | 153 | 178 |
Avg Bars in Losers | 174 | 166 | 182 | 104 | 106 | 102 |
Bars Traded | 24691 | 12248 | 12443 | 24691 | 12248 | 12443 |
Profit Streak | 10.1324 | 0 | 24.424 | 0 | 20.799 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64678 | 355875 | -578562 | -583621 | -503983 | -586747 |
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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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