Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196433.8215 | -29630.3512 | 226064.1727 | -26380.8923 | -106259.6012 | 79878.7089 |
Total P&L (%) | 196.4338 | -29.6304 | 226.0642 | -26.3809 | -106.2596 | 79.8787 |
Avg Daily Profit (%) | 0.1289 | -0.0194 | 0.1483 | -0.0201 | 0 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142421 | -115771 | -78463 | -424723 | -263755 | -358151 |
Profit Factor | 1.256 | 0.9331 | 1.6973 | 0.9828 | 0.8623 | 1.1044 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 228 | 106 | 122 | 228 | 106 | 122 |
Losing Trades | 68 | 42 | 26 | 68 | 42 | 26 |
Profitability (%) | 77.027 | 71.6216 | 82.4324 | 77.027 | 71.6216 | 82.4324 |
Ratio Avg Win / Avg Loss | 0.3746 | 0.3697 | 0.3617 | 0.2931 | 0.3416 | 0.2354 |
Largest Winning Trade | 35594 | 35594 | 19862 | 67742 | 59936 | 67742 |
Largest Losing Trade | -71887 | -59569 | -71887 | -190004 | -127953 | -190004 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 11 | 6 | 15 | 11 | 6 | 15 |
Avg Bars in Losers | 48 | 45 | 53 | 48 | 45 | 53 |
Bars Traded | 5879 | 2653 | 3227 | 5879 | 2653 | 3227 |
Profit Streak | 18.6123 | 18.6123 | 60.6123 | 18.6123 | 18.6123 | 60.6123 |
Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15860 | -576386 | 416844 | -573810 | -576386 | -242647 |
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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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