Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300555.5118 | 419062.9809 | -118507.4691 | -111297.1791 | 235964.6385 | -347261.8176 |
Total P&L (%) | 300.5555 | 419.063 | -118.5075 | -111.2972 | 235.9646 | -347.2618 |
Avg Daily Profit (%) | 0.1294 | 0.1804 | -0.051 | 0 | 0.0522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212867 | -143773 | -334419 | -416175 | -139454 | -462645 |
Profit Factor | 1.1536 | 1.4949 | 0.8933 | 0.9245 | 1.4535 | 0.6358 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 137 | 64 | 73 | 152 | 82 | 70 |
Losing Trades | 149 | 79 | 70 | 134 | 61 | 73 |
Profitability (%) | 47.9021 | 44.7552 | 51.049 | 53.1469 | 57.3427 | 48.951 |
Ratio Avg Win / Avg Loss | 1.2546 | 1.8452 | 0.8566 | 0.815 | 1.0813 | 0.6631 |
Largest Winning Trade | 82004 | 82004 | 57946 | 102554 | 102554 | 37855 |
Largest Losing Trade | -133576 | -31879 | -133576 | -226882 | -45377 | -226882 |
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 | 4523 | 2258 | 2265 | 4523 | 2258 | 2265 |
Profit Streak | 17.866 | 17.866 | 25.366 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69911 | 304828 | -579996 | -578596 | -121171 | -581083 |
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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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