Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176663.9534 | -59585.3235 | 236249.2769 | 12033.343 | -101447.0981 | 113480.4411 |
Total P&L (%) | 176.664 | -59.5853 | 236.2493 | 12.0333 | -101.4471 | 113.4804 |
Avg Daily Profit (%) | 0.1155 | -0.039 | 0.1545 | 0.0074 | 0 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108579 | -108996 | -104325 | -255899 | -145273 | -200573 |
Profit Factor | 1.2813 | 0.8364 | 1.8958 | 1.0153 | 0.7507 | 1.2991 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 208 | 91 | 117 | 208 | 91 | 117 |
Losing Trades | 57 | 42 | 15 | 57 | 42 | 15 |
Profitability (%) | 78.4906 | 68.4211 | 88.6364 | 78.4906 | 68.4211 | 88.6364 |
Ratio Avg Win / Avg Loss | 0.3511 | 0.386 | 0.2431 | 0.2782 | 0.3465 | 0.1666 |
Largest Winning Trade | 35594 | 35594 | 27447 | 57594 | 55082 | 57594 |
Largest Losing Trade | -58717 | -58717 | -57452 | -126137 | -69851 | -126137 |
Avg Bars in Trades | 22 | 13 | 31 | 22 | 13 | 31 |
Avg Bars in Winners | 11 | 4 | 16 | 11 | 4 | 16 |
Avg Bars in Losers | 61 | 32 | 145 | 61 | 32 | 145 |
Bars Traded | 5876 | 1758 | 4118 | 5876 | 1758 | 4118 |
Profit Streak | 40.8221 | 96.5721 | 40.8221 | 40.8221 | 96.5721 | 40.8221 |
Trades During Streak | 21 | 14 | 10 | 21 | 14 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33262 | -576623 | 523408 | -483567 | -576623 | -121770 |
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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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