Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152544.6725 | 236477.3829 | -83932.7103 | -75073.9548 | 50413.4633 | -125487.418 |
Total P&L (%) | 152.5447 | 236.4774 | -83.9327 | -75.074 | 50.4135 | -125.4874 |
Avg Daily Profit (%) | 0.1236 | 0.1916 | -0.068 | -0.1125 | 0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232400 | -75503 | -209987 | -175594 | -43465 | -166729 |
Profit Factor | 1.1299 | 1.4181 | 0.8621 | 0.8182 | 1.3025 | 0.4906 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Losing Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Profitability (%) | 43.8776 | 46.9388 | 40.8163 | 43.8776 | 46.9388 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.4453 | 1.6031 | 1.25 | 1.0466 | 1.4723 | 0.7114 |
Largest Winning Trade | 176495 | 176495 | 36122 | 115564 | 115564 | 32138 |
Largest Losing Trade | -62063 | -34936 | -62063 | -112360 | -38514 | -112360 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Losers | 17 | 22 | 13 | 17 | 22 | 13 |
Bars Traded | 7174 | 4051 | 3123 | 7174 | 4051 | 3123 |
Profit Streak | 26.4541 | 26.4541 | 49.7874 | 26.4541 | 26.4541 | 49.7874 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105179 | 321474 | -581085 | -578659 | -150446 | -582752 |
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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) |
---|