Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262063.2135 | 93575.2671 | 168487.9463 | -63476.6417 | 724.0107 | -64200.6524 |
Total P&L (%) | 262.0632 | 93.5753 | 168.4879 | -63.4766 | 0.724 | -64.2007 |
Avg Daily Profit (%) | 0.1584 | 0.0566 | 0.1019 | -0.0609 | 0.0004 | -0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143677 | -86595 | -115703 | -137554 | -26103 | -126127 |
Profit Factor | 1.226 | 1.1805 | 1.2629 | 0.8692 | 1.0042 | 0.7936 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 52.7881 | 48.8889 | 56.7164 | 52.7881 | 48.8889 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.0965 | 1.2341 | 0.9638 | 0.7774 | 1.0498 | 0.6057 |
Largest Winning Trade | 60610 | 46491 | 60610 | 40076 | 15881 | 40076 |
Largest Losing Trade | -80175 | -23031 | -80175 | -116220 | -13733 | -116220 |
Avg Bars in Trades | 71 | 46 | 97 | 71 | 46 | 97 |
Avg Bars in Winners | 68 | 33 | 99 | 68 | 33 | 99 |
Avg Bars in Losers | 75 | 58 | 95 | 75 | 58 | 95 |
Bars Traded | 19325 | 6242 | 13083 | 19325 | 6242 | 13083 |
Profit Streak | 33.118 | 33.118 | 77.118 | 33.118 | 33.118 | 77.118 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347813 | -139475 | -56709 | -578014 | -574042 | -578687 |
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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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