Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202287.2647 | 245399.307 | -43112.0423 | -105132.7505 | 65210.6049 | -170343.3555 |
Total P&L (%) | 202.2873 | 245.3993 | -43.112 | -105.1328 | 65.2106 | -170.3434 |
Avg Daily Profit (%) | 0.1433 | 0.1738 | -0.0305 | 0 | 0.0356 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118117 | -91594 | -160359 | -393836 | -231346 | -299873 |
Profit Factor | 1.1632 | 1.4451 | 0.9374 | 0.9283 | 1.0944 | 0.7804 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 183 | 91 | 92 | 149 | 73 | 76 |
Losing Trades | 93 | 47 | 46 | 127 | 65 | 62 |
Profitability (%) | 66.3043 | 65.942 | 66.6667 | 53.9855 | 52.8986 | 55.0725 |
Ratio Avg Win / Avg Loss | 0.5911 | 0.7464 | 0.4687 | 0.7913 | 0.9744 | 0.6367 |
Largest Winning Trade | 39065 | 39065 | 21636 | 48898 | 48898 | 34525 |
Largest Losing Trade | -105020 | -46896 | -105020 | -235398 | -98240 | -235398 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 12 | 11 | 13 | 18 | 17 | 19 |
Avg Bars in Losers | 35 | 34 | 35 | 22 | 21 | 23 |
Bars Traded | 5610 | 2690 | 2920 | 5610 | 2690 | 2920 |
Profit Streak | 467.4298 | 467.4298 | 494.4298 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39335 | 339900 | -577191 | -578539 | -263624 | -580031 |
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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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