Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188663.5689 | 226336.7548 | -37673.1859 | -49233.3172 | 180438.4243 | -229671.7415 |
Total P&L (%) | 188.6636 | 226.3368 | -37.6732 | -49.2333 | 180.4384 | -229.6717 |
Avg Daily Profit (%) | 0.1529 | 0.1834 | -0.0305 | -0.0549 | 0.0836 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219717 | -113854 | -145228 | -527029 | -276156 | -313670 |
Profit Factor | 1.1525 | 1.4053 | 0.9445 | 0.9778 | 1.1839 | 0.8145 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.1024 | 1.4692 | 0.8264 | 0.9353 | 1.2377 | 0.7127 |
Largest Winning Trade | 117529 | 117529 | 36556 | 169911 | 169911 | 82856 |
Largest Losing Trade | -34124 | -24971 | -34124 | -113698 | -50416 | -113698 |
Avg Bars in Trades | 54 | 49 | 58 | 54 | 49 | 58 |
Avg Bars in Winners | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
Bars Traded | 14580 | 6636 | 7944 | 14580 | 6636 | 7944 |
Profit Streak | 33.9726 | 35.4726 | 33.9726 | 33.9726 | 35.4726 | 33.9726 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42432 | 326937 | -579096 | -577622 | -98724 | -579096 |
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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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