Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72793.9388 | -7037.9248 | 79831.8636 | -18982.9992 | -22266.3455 | 3283.3463 |
Total P&L (%) | 72.7939 | -7.0379 | 79.8319 | -18.983 | -22.2663 | 3.2833 |
Avg Daily Profit (%) | 0.1398 | -0.0135 | 0.1533 | -0.0404 | -0.0484 | 0.0062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115650 | -53795 | -86294 | -162443 | -66445 | -113543 |
Profit Factor | 1.1465 | 0.9641 | 1.2654 | 0.9605 | 0.879 | 1.0111 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 210 | 97 | 113 | 210 | 97 | 113 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 70.2341 | 65.1007 | 75.3333 | 70.2341 | 65.1007 | 75.3333 |
Ratio Avg Win / Avg Loss | 0.4859 | 0.5168 | 0.4143 | 0.4071 | 0.4712 | 0.3311 |
Largest Winning Trade | 12468 | 12468 | 8303 | 15759 | 15759 | 11803 |
Largest Losing Trade | -66955 | -17173 | -66955 | -70159 | -21570 | -70159 |
Avg Bars in Trades | 82 | 34 | 130 | 82 | 34 | 130 |
Avg Bars in Winners | 45 | 20 | 66 | 45 | 20 | 66 |
Avg Bars in Losers | 169 | 59 | 324 | 169 | 59 | 324 |
Bars Traded | 24645 | 5131 | 19514 | 24645 | 5131 | 19514 |
Profit Streak | 9.9211 | 29.7128 | 9.9211 | 9.9211 | 29.7128 | 9.9211 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62804 | -578012 | 325329 | -576055 | -578012 | -556729 |
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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) |
---|