Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150158.4209 | 104774.4353 | 45383.9857 | -70504.1912 | 343188.1069 | -413692.2981 |
Total P&L (%) | 150.1584 | 104.7744 | 45.384 | -70.5042 | 343.1881 | -413.6923 |
Avg Daily Profit (%) | 0.2883 | 0.2012 | 0.0871 | -0.2341 | 0.2863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180159 | -62430 | -128561 | -1266284 | -359555 | -1160039 |
Profit Factor | 1.1742 | 1.2591 | 1.0992 | 0.979 | 1.2539 | 0.7932 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 52.2293 | 49.6815 | 54.7771 | 52.2293 | 49.6815 | 54.7771 |
Ratio Avg Win / Avg Loss | 1.074 | 1.2752 | 0.9075 | 0.8954 | 1.27 | 0.6549 |
Largest Winning Trade | 41526 | 41526 | 20103 | 350401 | 350401 | 94965 |
Largest Losing Trade | -93339 | -18229 | -93339 | -969699 | -113149 | -969699 |
Avg Bars in Trades | 79 | 77 | 80 | 79 | 77 | 80 |
Avg Bars in Winners | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Losers | 76 | 74 | 77 | 76 | 74 | 77 |
Bars Traded | 24862 | 12191 | 12671 | 24862 | 12191 | 12671 |
Profit Streak | 1.6174 | 5.4924 | 0 | 1.6174 | 5.4924 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21572 | 295780 | -191136 | -581828 | 320824 | -580460 |
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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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