Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234143.7335 | 320803.6454 | -86659.9119 | -95331.8228 | 158515.9141 | -253847.7369 |
Total P&L (%) | 234.1437 | 320.8036 | -86.6599 | -95.3318 | 158.5159 | -253.8477 |
Avg Daily Profit (%) | 0.1222 | 0.1675 | -0.0452 | -0.1599 | 0.0496 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222759 | -167305 | -205288 | -287730 | -221674 | -369597 |
Profit Factor | 1.1436 | 1.4403 | 0.904 | 0.9388 | 1.2384 | 0.7159 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Profitability (%) | 49.5385 | 50.6173 | 48.4663 | 49.5385 | 50.6173 | 48.4663 |
Ratio Avg Win / Avg Loss | 1.1649 | 1.4052 | 0.9612 | 0.9563 | 1.2082 | 0.7612 |
Largest Winning Trade | 175951 | 175951 | 36238 | 106339 | 106339 | 45743 |
Largest Losing Trade | -76855 | -42011 | -76855 | -179532 | -89801 | -179532 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3741 | 1620 | 2121 | 3741 | 1620 | 2121 |
Profit Streak | 13.2711 | 0 | 14.7711 | 13.2711 | 0 | 14.7711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90034 | 321672 | -580209 | -578375 | -126318 | -580209 |
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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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