Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180145.1539 | 375768.1039 | -195622.95 | -99993.3822 | 27722.8474 | -127716.2295 |
Total P&L (%) | 180.1452 | 375.7681 | -195.623 | -99.9934 | 27.7228 | -127.7162 |
Avg Daily Profit (%) | 0.0757 | 0.1579 | -0.0822 | -0.4036 | 0.0103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -358791 | -166036 | -329745 | -55122 | -38486 | -86994 |
Profit Factor | 1.0908 | 1.4733 | 0.8356 | 0.6886 | 1.269 | 0.4143 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Profitability (%) | 54.3662 | 51.4124 | 57.3034 | 54.3662 | 51.4124 | 57.3034 |
Ratio Avg Win / Avg Loss | 0.9156 | 1.3924 | 0.6226 | 0.578 | 1.1992 | 0.3087 |
Largest Winning Trade | 109994 | 109994 | 38912 | 16790 | 16790 | 8725 |
Largest Losing Trade | -97556 | -66286 | -97556 | -66288 | -21234 | -66288 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 13990 | 6453 | 7537 | 13990 | 6453 | 7537 |
Profit Streak | 7.2386 | 0 | 8.0719 | 7.2386 | 0 | 8.0719 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211076 | 322521 | -578780 | -577674 | -181959 | -578780 |
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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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