Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266375.8683 | 311280.86 | -44904.9917 | -50463.8634 | 534679.5558 | -585143.4192 |
Total P&L (%) | 266.3759 | 311.2809 | -44.905 | -50.4639 | 534.6796 | -585.1434 |
Avg Daily Profit (%) | 0.143 | 0.1671 | -0.0241 | -0.0377 | 0.0992 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232319 | -160618 | -202761 | -836739 | -245429 | -697570 |
Profit Factor | 1.2378 | 1.5984 | 0.9252 | 0.9734 | 1.7507 | 0.5074 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 46.7925 | 43.9394 | 49.6241 | 46.7925 | 43.9394 | 49.6241 |
Ratio Avg Win / Avg Loss | 1.4075 | 2.0393 | 0.9392 | 1.1069 | 2.2336 | 0.5151 |
Largest Winning Trade | 179122 | 179122 | 62782 | 490994 | 490994 | 122661 |
Largest Losing Trade | -38086 | -25449 | -38086 | -282635 | -123277 | -282635 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 38 | 30 | 44 | 38 | 30 | 44 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 7417 | 3252 | 4165 | 7417 | 3252 | 4165 |
Profit Streak | 5.655 | 15.655 | 5.655 | 5.655 | 15.655 | 5.655 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -868 | 311608 | -580422 | -577520 | -58451 | -580422 |
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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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