Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138594.1103 | 144171.2945 | -5577.1841 | -4175.0622 | 17899.4327 | -22074.4949 |
Total P&L (%) | 138.5941 | 144.1713 | -5.5772 | -4.1751 | 17.8994 | -22.0745 |
Avg Daily Profit (%) | 0.2661 | 0.2768 | -0.0107 | -0.0082 | 0.0316 | -0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108563 | -71347 | -115499 | -193213 | -137445 | -136025 |
Profit Factor | 1.1716 | 1.409 | 0.9878 | 0.9959 | 1.038 | 0.9588 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 51.2027 | 50.3448 | 52.0548 | 51.2027 | 50.3448 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.1165 | 1.3897 | 0.9098 | 0.9491 | 1.0238 | 0.8831 |
Largest Winning Trade | 77809 | 77809 | 39840 | 73816 | 46438 | 73816 |
Largest Losing Trade | -53177 | -17499 | -53177 | -42923 | -36653 | -42923 |
Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Winners | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Losers | 83 | 77 | 89 | 83 | 77 | 89 |
Bars Traded | 24550 | 11627 | 12923 | 24550 | 11627 | 12923 |
Profit Streak | 0 | 9.9361 | 0 | 0 | 9.9361 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22511 | 339737 | -581247 | -579668 | -337286 | -581247 |
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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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