Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194926.5493 | -59341.7387 | 254268.288 | -16076.1336 | -91059.9046 | 74983.771 |
Total P&L (%) | 194.9265 | -59.3417 | 254.2683 | -16.0761 | -91.0599 | 74.9838 |
Avg Daily Profit (%) | 0.1265 | -0.0385 | 0.165 | -0.0114 | -0.1566 | 0.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121963 | -109461 | -98268 | -130475 | -122263 | -112787 |
Profit Factor | 1.2162 | 0.8658 | 1.5536 | 0.977 | 0.7188 | 1.1992 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 59.2437 | 54.6218 | 63.8655 | 59.2437 | 54.6218 | 63.8655 |
Ratio Avg Win / Avg Loss | 0.8367 | 0.7193 | 0.879 | 0.6722 | 0.5972 | 0.6785 |
Largest Winning Trade | 36218 | 24329 | 36218 | 23811 | 16130 | 23811 |
Largest Losing Trade | -60201 | -48483 | -60201 | -66274 | -40334 | -66274 |
Avg Bars in Trades | 75 | 57 | 93 | 75 | 57 | 93 |
Avg Bars in Winners | 65 | 38 | 88 | 65 | 38 | 88 |
Avg Bars in Losers | 90 | 80 | 102 | 90 | 80 | 102 |
Bars Traded | 17970 | 6806 | 11164 | 17970 | 6806 | 11164 |
Profit Streak | 53.5739 | 66.8239 | 53.5739 | 53.5739 | 66.8239 | 53.5739 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22346 | -579446 | 353992 | -576863 | -579446 | -144947 |
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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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