Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205717.9826 | -28088.7696 | 233806.7522 | 93225.1083 | -215495.6524 | 308720.7607 |
Total P&L (%) | 205.718 | -28.0888 | 233.8068 | 93.2251 | -215.4957 | 308.7208 |
Avg Daily Profit (%) | 0.1351 | -0.0185 | 0.1536 | 0.0433 | 0 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97779 | -83907 | -55981 | -368968 | -393564 | -199575 |
Profit Factor | 1.1921 | 0.9474 | 1.4353 | 1.031 | 0.8573 | 1.2065 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 168 | 76 | 92 | 168 | 76 | 92 |
Losing Trades | 250 | 133 | 117 | 250 | 133 | 117 |
Profitability (%) | 40.1914 | 36.3636 | 44.0191 | 40.1914 | 36.3636 | 44.0191 |
Ratio Avg Win / Avg Loss | 1.774 | 1.6579 | 1.8254 | 1.5342 | 1.5004 | 1.5343 |
Largest Winning Trade | 49851 | 49851 | 40402 | 135438 | 135438 | 106586 |
Largest Losing Trade | -42244 | -15656 | -42244 | -82466 | -71302 | -82466 |
Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Winners | 62 | 48 | 73 | 62 | 48 | 73 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 18168 | 7362 | 10806 | 18168 | 7362 | 10806 |
Profit Streak | 7.6703 | 0 | 19.7536 | 7.6703 | 0 | 19.7536 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21691 | -582764 | 321457 | -321358 | -582764 | -69142 |
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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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