Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147241.9213 | -12260.5456 | 159502.4669 | 9918.0194 | -17218.7983 | 27136.8177 |
Total P&L (%) | 147.2419 | -12.2605 | 159.5025 | 9.918 | -17.2188 | 27.1368 |
Avg Daily Profit (%) | 0.1418 | -0.0118 | 0.1536 | 0.0091 | -0.0182 | 0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195512 | -184496 | -65799 | -329648 | -231554 | -175509 |
Profit Factor | 1.1868 | 0.9731 | 1.4808 | 1.0103 | 0.9648 | 1.0576 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 61.4841 | 60.5634 | 62.4113 | 61.4841 | 60.5634 | 62.4113 |
Ratio Avg Win / Avg Loss | 0.7434 | 0.6337 | 0.8918 | 0.6329 | 0.6282 | 0.637 |
Largest Winning Trade | 22287 | 22287 | 20001 | 50466 | 50466 | 39433 |
Largest Losing Trade | -50029 | -32931 | -50029 | -70136 | -70136 | -69915 |
Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Winners | 60 | 66 | 54 | 60 | 66 | 54 |
Avg Bars in Losers | 130 | 133 | 128 | 130 | 133 | 128 |
Bars Traded | 24741 | 13168 | 11573 | 24741 | 13168 | 11573 |
Profit Streak | 46.1877 | 46.1877 | 48.1877 | 46.1877 | 46.1877 | 48.1877 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15764 | -578014 | 350987 | -552571 | -578014 | -321136 |
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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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