Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260377.6392 | 316589.6876 | -56212.0484 | -73209.693 | 760748.1213 | -833957.8143 |
Total P&L (%) | 260.3776 | 316.5897 | -56.212 | -73.2097 | 760.7481 | -833.9578 |
Avg Daily Profit (%) | 0.125 | 0.152 | -0.027 | -0.0632 | 0.1034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259095 | -218997 | -115840 | -1832476 | -1358425 | -903183 |
Profit Factor | 1.2466 | 1.396 | 0.7806 | 0.983 | 1.2585 | 0.3871 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Profitability (%) | 55.0943 | 56.8182 | 53.3835 | 55.0943 | 56.8182 | 53.3835 |
Ratio Avg Win / Avg Loss | 1.0161 | 1.061 | 0.6817 | 0.8012 | 0.9565 | 0.338 |
Largest Winning Trade | 193802 | 193802 | 7117 | 1180773 | 1180773 | 82943 |
Largest Losing Trade | -58314 | -58314 | -19645 | -642011 | -642011 | -273908 |
Avg Bars in Trades | 91 | 176 | 7 | 91 | 176 | 7 |
Avg Bars in Winners | 68 | 125 | 7 | 68 | 125 | 7 |
Avg Bars in Losers | 120 | 243 | 7 | 120 | 243 | 7 |
Bars Traded | 24257 | 23260 | 997 | 24257 | 23260 | 997 |
Profit Streak | 4.6715 | 0 | 25.5882 | 4.6715 | 0 | 25.5882 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23945 | 308188 | -579241 | -578323 | -55700 | -579241 |
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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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