Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196686.4482 | -25967.845 | 222654.2933 | -22469.1255 | -169949.028 | 147479.9026 |
Total P&L (%) | 196.6864 | -25.9678 | 222.6543 | -22.4691 | -169.949 | 147.4799 |
Avg Daily Profit (%) | 0.129 | -0.017 | 0.1461 | -0.0167 | 0 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121899 | -143304 | -115248 | -322957 | -346073 | -173053 |
Profit Factor | 1.2284 | 0.9468 | 1.5972 | 0.9799 | 0.7429 | 1.3221 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 255 | 119 | 136 | 255 | 119 | 136 |
Losing Trades | 69 | 43 | 26 | 69 | 43 | 26 |
Profitability (%) | 78.7037 | 73.4568 | 83.9506 | 78.7037 | 73.4568 | 83.9506 |
Ratio Avg Win / Avg Loss | 0.3324 | 0.3421 | 0.3054 | 0.2652 | 0.2684 | 0.2528 |
Largest Winning Trade | 35594 | 35594 | 24081 | 47568 | 47568 | 36990 |
Largest Losing Trade | -63957 | -63957 | -57868 | -127292 | -127292 | -116014 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 9 | 6 | 12 | 9 | 6 | 12 |
Avg Bars in Losers | 49 | 49 | 48 | 49 | 49 | 48 |
Bars Traded | 5851 | 2896 | 2955 | 5851 | 2896 | 2955 |
Profit Streak | 16.1123 | 16.6123 | 16.1123 | 16.1123 | 16.6123 | 16.1123 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15407 | -575631 | 318735 | -573408 | -575631 | -108304 |
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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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