Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170420.661 | 188972.853 | -18552.1919 | -107787.4172 | -39344.4803 | -68442.9369 |
Total P&L (%) | 170.4207 | 188.9729 | -18.5522 | -107.7874 | -39.3445 | -68.4429 |
Avg Daily Profit (%) | 0.1371 | 0.152 | -0.0149 | 0 | -0.0402 | -0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199061 | -77133 | -198214 | -107352 | -35942 | -84491 |
Profit Factor | 1.155 | 1.3667 | 0.9682 | 0.3843 | 0.4066 | 0.3707 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 221 | 113 | 108 | 156 | 75 | 81 |
Losing Trades | 157 | 76 | 81 | 222 | 114 | 108 |
Profitability (%) | 58.4656 | 59.7884 | 57.1429 | 41.2698 | 39.6825 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.8205 | 0.9192 | 0.7262 | 0.5468 | 0.618 | 0.4942 |
Largest Winning Trade | 30762 | 30762 | 18848 | 9434 | 3990 | 9434 |
Largest Losing Trade | -105714 | -39306 | -105714 | -77699 | -32818 | -77699 |
Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Winners | 25 | 27 | 23 | 55 | 66 | 45 |
Avg Bars in Losers | 57 | 67 | 47 | 27 | 29 | 25 |
Bars Traded | 14643 | 8268 | 6374 | 14643 | 8268 | 6374 |
Profit Streak | 18.0921 | 18.0921 | 18.6754 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57060 | 331681 | -577944 | -582196 | -584078 | -583121 |
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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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