Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286194.4453 | 383420.3338 | -97225.8885 | -93988.8939 | 160807.8791 | -254796.773 |
Total P&L (%) | 286.1944 | 383.4203 | -97.2259 | -93.9889 | 160.8079 | -254.7968 |
Avg Daily Profit (%) | 0.1205 | 0.1615 | -0.0409 | -0.1183 | 0.0404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165880 | -90874 | -285211 | -285118 | -141548 | -341768 |
Profit Factor | 1.1491 | 1.4851 | 0.9139 | 0.9243 | 1.3177 | 0.6537 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Losing Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Profitability (%) | 46.7128 | 50 | 43.4483 | 46.7128 | 50 | 43.4483 |
Ratio Avg Win / Avg Loss | 1.3109 | 1.4851 | 1.1895 | 1.0544 | 1.3177 | 0.8509 |
Largest Winning Trade | 67922 | 67922 | 63922 | 117612 | 117612 | 47880 |
Largest Losing Trade | -71403 | -43857 | -71403 | -141378 | -111955 | -141378 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 14034 | 6476 | 7558 | 14034 | 6476 | 7558 |
Profit Streak | 19.327 | 27.1603 | 19.327 | 19.327 | 27.1603 | 19.327 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87301 | 319496 | -581271 | -577812 | -138414 | -582937 |
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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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