Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415034.8737 | 417851.0436 | -2816.17 | -26786.1411 | 179992.2952 | -206778.4363 |
Total P&L (%) | 415.0349 | 417.851 | -2.8162 | -26.7861 | 179.9923 | -206.7784 |
Avg Daily Profit (%) | 0.2238 | 0.2253 | -0.0015 | -0.0168 | 0.0555 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198338 | -192878 | -65354 | -559151 | -443878 | -276927 |
Profit Factor | 1.4756 | 1.6516 | 0.9878 | 0.9804 | 1.1915 | 0.5184 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 43.949 | 43.5897 | 44.3038 | 43.949 | 43.5897 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.8819 | 2.1373 | 1.2418 | 1.2504 | 1.542 | 0.6517 |
Largest Winning Trade | 141164 | 141164 | 31760 | 229586 | 229586 | 47627 |
Largest Losing Trade | -76265 | -76265 | -31537 | -373773 | -373773 | -174554 |
Avg Bars in Trades | 67 | 124 | 10 | 67 | 124 | 10 |
Avg Bars in Winners | 74 | 136 | 13 | 74 | 136 | 13 |
Avg Bars in Losers | 61 | 115 | 7 | 61 | 115 | 7 |
Bars Traded | 10536 | 9710 | 826 | 10536 | 9710 | 826 |
Profit Streak | 0 | 54.5965 | 0 | 0 | 54.5965 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308236 | -25423 | -608006 | -580641 | -163893 | -609673 |
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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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