Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193599.7882 | 213994.0609 | -20394.2727 | -61475.7396 | -25854.2486 | -35621.4911 |
Total P&L (%) | 193.5998 | 213.9941 | -20.3943 | -61.4757 | -25.8542 | -35.6215 |
Avg Daily Profit (%) | 0.1563 | 0.1728 | -0.0165 | -0.077 | -0.0241 | -0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171339 | -64942 | -201692 | -116253 | -66181 | -72554 |
Profit Factor | 1.1433 | 1.389 | 0.9745 | 0.7886 | 0.8043 | 0.7755 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 48.4746 | 47.619 | 49.3243 | 48.4746 | 47.619 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.2152 | 1.5279 | 1.0012 | 0.8382 | 0.8847 | 0.7967 |
Largest Winning Trade | 38999 | 38794 | 38999 | 19805 | 10400 | 19805 |
Largest Losing Trade | -68485 | -48402 | -68485 | -57761 | -57761 | -25482 |
Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3677 | 1507 | 2170 | 3677 | 1507 | 2170 |
Profit Streak | 20.573 | 24.2397 | 20.573 | 20.573 | 24.2397 | 20.573 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52944 | 336363 | -578199 | -578036 | -580561 | -579866 |
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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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