Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264237.9907 | 295476.3376 | -31238.3469 | -66824.4604 | 694302.3792 | -761126.8397 |
Total P&L (%) | 264.238 | 295.4763 | -31.2383 | -66.8245 | 694.3024 | -761.1268 |
Avg Daily Profit (%) | 0.1422 | 0.159 | -0.0168 | -0.0594 | 0.1116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160138 | -123677 | -244753 | -724150 | -133304 | -933623 |
Profit Factor | 1.1881 | 1.4647 | 0.9594 | 0.9665 | 2.2322 | 0.4677 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 52.6144 | 50.3268 | 54.902 | 52.6144 | 50.3268 | 54.902 |
Ratio Avg Win / Avg Loss | 1.0701 | 1.4457 | 0.788 | 0.8704 | 2.2032 | 0.3842 |
Largest Winning Trade | 100079 | 100079 | 36970 | 171485 | 171485 | 52353 |
Largest Losing Trade | -65192 | -48530 | -65192 | -333004 | -49077 | -333004 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3688 | 1865 | 1823 | 3688 | 1865 | 1823 |
Profit Streak | 12.3748 | 12.3748 | 16.3748 | 12.3748 | 12.3748 | 16.3748 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13507 | 343624 | -579043 | -577476 | -38202 | -579043 |
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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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