Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231276.2275 | 361524.3106 | -130248.0831 | -113328.1413 | -151740.3916 | 38412.2504 |
Total P&L (%) | 231.2762 | 361.5243 | -130.2481 | -113.3281 | -151.7404 | 38.4123 |
Avg Daily Profit (%) | 0.0996 | 0.1556 | -0.0561 | 0 | 0 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222645 | -120628 | -309853 | -289775 | -170497 | -133696 |
Profit Factor | 1.1209 | 1.4696 | 0.8861 | 0.8748 | 0.67 | 1.0863 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 167 | 84 | 83 | 152 | 74 | 78 |
Losing Trades | 147 | 73 | 74 | 162 | 83 | 79 |
Profitability (%) | 53.1847 | 53.5032 | 52.8662 | 48.4076 | 47.1338 | 49.6815 |
Ratio Avg Win / Avg Loss | 0.9866 | 1.2771 | 0.79 | 0.9323 | 0.7515 | 1.1002 |
Largest Winning Trade | 66196 | 66196 | 46855 | 102821 | 20887 | 102821 |
Largest Losing Trade | -144550 | -44707 | -144550 | -40939 | -32722 | -40939 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 23 | 13 | 33 | 19 | 17 | 21 |
Avg Bars in Losers | 20 | 18 | 21 | 23 | 14 | 33 |
Bars Traded | 6853 | 2478 | 4376 | 6853 | 2478 | 4376 |
Profit Streak | 0 | 0 | 0 | 58.704 | 58.704 | 59.704 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146986 | 336994 | -579861 | -577908 | -579951 | -300272 |
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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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