Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261959.417 | 315103.5568 | -53144.1399 | -78138.2695 | 28024.7581 | -106163.0276 |
Total P&L (%) | 261.9594 | 315.1036 | -53.1441 | -78.1383 | 28.0248 | -106.163 |
Avg Daily Profit (%) | 0.148 | 0.178 | -0.03 | -0.0858 | 0.014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182623 | -121593 | -96588 | -281437 | -176182 | -158002 |
Profit Factor | 1.17 | 1.4314 | 0.9345 | 0.9338 | 1.0505 | 0.8306 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 47.0414 | 44.9704 | 49.1124 | 47.0414 | 44.9704 | 49.1124 |
Ratio Avg Win / Avg Loss | 1.3171 | 1.7516 | 0.9682 | 1.0513 | 1.2855 | 0.8606 |
Largest Winning Trade | 102718 | 102718 | 53647 | 64378 | 64378 | 58455 |
Largest Losing Trade | -61087 | -46340 | -61087 | -91809 | -91809 | -63838 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 10495 | 5475 | 5020 | 10495 | 5475 | 5020 |
Profit Streak | 19.6749 | 23.8416 | 0 | 19.6749 | 23.8416 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27900 | 300599 | -580515 | -577937 | -343493 | -580515 |
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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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