Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333472.1074 | 384706.8128 | -51234.7055 | -92994.1657 | -71097.24 | -21896.9258 |
Total P&L (%) | 333.4721 | 384.7068 | -51.2347 | -92.9942 | -71.0972 | -21.8969 |
Avg Daily Profit (%) | 0.1385 | 0.1597 | -0.0213 | -0.1103 | -0.0515 | -0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255761 | -138793 | -273469 | -138691 | -112153 | -40035 |
Profit Factor | 1.215 | 1.5317 | 0.9381 | 0.6701 | 0.5578 | 0.8192 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 59.3985 | 57.1429 | 61.6541 | 59.3985 | 57.1429 | 61.6541 |
Ratio Avg Win / Avg Loss | 0.8305 | 1.1488 | 0.5834 | 0.4581 | 0.4183 | 0.5095 |
Largest Winning Trade | 179225 | 179225 | 59688 | 33405 | 25330 | 33405 |
Largest Losing Trade | -81349 | -43086 | -81349 | -60068 | -60068 | -28447 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 55 | 58 | 51 | 55 | 58 | 51 |
Bars Traded | 14259 | 7488 | 6771 | 14259 | 7488 | 6771 |
Profit Streak | 15.3191 | 93.6524 | 0 | 15.3191 | 93.6524 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7107 | 396957 | -579468 | -577584 | -578528 | -579468 |
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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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