Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266429.4828 | 308058.4925 | -41629.0097 | -105305.8748 | -43881.0269 | -61424.8479 |
Total P&L (%) | 266.4295 | 308.0585 | -41.629 | -105.3059 | -43.881 | -61.4248 |
Avg Daily Profit (%) | 0.1415 | 0.1636 | -0.0221 | 0 | -0.0307 | -0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207649 | -106966 | -250746 | -84155 | -67028 | -87969 |
Profit Factor | 1.1462 | 1.4006 | 0.9605 | 0.7975 | 0.817 | 0.7809 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 160 | 79 | 81 | 152 | 78 | 74 |
Losing Trades | 147 | 74 | 73 | 155 | 75 | 80 |
Profitability (%) | 52.1173 | 51.634 | 52.5974 | 49.5114 | 50.9804 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.0531 | 1.312 | 0.8656 | 0.8133 | 0.7856 | 0.8442 |
Largest Winning Trade | 67976 | 67976 | 55491 | 20102 | 20102 | 18012 |
Largest Losing Trade | -113807 | -38947 | -113807 | -30206 | -30206 | -23929 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5607 | 2797 | 2810 | 5607 | 2797 | 2810 |
Profit Streak | 0 | 23.5536 | 0 | 11.2203 | 0 | 17.5536 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61744 | 334437 | -579912 | -578447 | -580126 | -580439 |
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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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