Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189836.5962 | 212418.363 | -22581.7668 | -72192.5763 | 12459.4556 | -84652.0319 |
Total P&L (%) | 189.8366 | 212.4184 | -22.5818 | -72.1926 | 12.4595 | -84.652 |
Avg Daily Profit (%) | 0.1533 | 0.1715 | -0.0182 | -0.1033 | 0.0095 | -0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151425 | -121306 | -129244 | -87436 | -54998 | -115900 |
Profit Factor | 1.1844 | 1.4592 | 0.9602 | 0.8677 | 1.0514 | 0.7206 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 98 | 54 | 44 | 98 | 54 | 44 |
Profitability (%) | 58.4746 | 54.2373 | 62.7119 | 58.4746 | 54.2373 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.8411 | 1.2312 | 0.5709 | 0.6162 | 0.8871 | 0.4285 |
Largest Winning Trade | 34326 | 34326 | 20246 | 23014 | 23014 | 13369 |
Largest Losing Trade | -81597 | -38792 | -81597 | -66874 | -37155 | -66874 |
Avg Bars in Trades | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Losers | 37 | 44 | 29 | 37 | 44 | 29 |
Bars Traded | 7194 | 4218 | 2976 | 7194 | 4218 | 2976 |
Profit Streak | 7.4778 | 0 | 45.8111 | 7.4778 | 0 | 45.8111 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9136 | 314752 | -577601 | -577765 | -434811 | -577601 |
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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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