Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252773.2922 | 328783.8445 | -76010.5524 | -133209.2728 | 9147.8412 | -142357.114 |
Total P&L (%) | 252.7733 | 328.7838 | -76.0106 | -133.2093 | 9.1478 | -142.3571 |
Avg Daily Profit (%) | 0.1309 | 0.1703 | -0.0394 | 0 | 0.0045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244944 | -107566 | -283863 | -192295 | -51834 | -136809 |
Profit Factor | 1.1405 | 1.4274 | 0.9262 | 0.7703 | 1.0379 | 0.5794 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 188 | 92 | 96 | 177 | 92 | 85 |
Losing Trades | 179 | 92 | 87 | 190 | 92 | 98 |
Profitability (%) | 51.2262 | 50 | 52.459 | 48.2289 | 50 | 46.4481 |
Ratio Avg Win / Avg Loss | 1.0859 | 1.4274 | 0.8393 | 0.8268 | 1.0379 | 0.668 |
Largest Winning Trade | 189052 | 189052 | 47734 | 16722 | 16722 | 11565 |
Largest Losing Trade | -156658 | -32242 | -156658 | -33028 | -18568 | -33028 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5579 | 2797 | 2782 | 5579 | 2797 | 2782 |
Profit Streak | 0 | 0 | 26.3746 | 6.0412 | 21.0412 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81858 | 320935 | -578761 | -578573 | -529638 | -581478 |
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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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