Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138037.3604 | -40055.8201 | 178093.1805 | -1476.6952 | -64605.1238 | 63128.4286 |
Total P&L (%) | 138.0374 | -40.0558 | 178.0932 | -1.4767 | -64.6051 | 63.1284 |
Avg Daily Profit (%) | 0.1326 | -0.0385 | 0.1711 | -0.0014 | -0.0997 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93939 | -79920 | -70272 | -151022 | -131784 | -95350 |
Profit Factor | 1.1442 | 0.9214 | 1.398 | 0.9986 | 0.8818 | 1.1225 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 135 | 58 | 77 | 135 | 58 | 77 |
Losing Trades | 122 | 70 | 52 | 122 | 70 | 52 |
Profitability (%) | 52.5292 | 45.3125 | 59.6899 | 52.5292 | 45.3125 | 59.6899 |
Ratio Avg Win / Avg Loss | 1.034 | 1.112 | 0.9441 | 0.9024 | 1.0642 | 0.758 |
Largest Winning Trade | 33903 | 33903 | 30872 | 36370 | 36370 | 23263 |
Largest Losing Trade | -29442 | -29442 | -25580 | -36617 | -36617 | -28998 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3928 | 1956 | 1972 | 3928 | 1956 | 1972 |
Profit Streak | 12.5334 | 12.5334 | 16.2834 | 12.5334 | 12.5334 | 16.2834 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74386 | -580255 | 316131 | -577318 | -580255 | -215646 |
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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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