Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214271.5968 | -16179.7479 | 230451.3448 | 77088.7602 | -122349.2433 | 199438.0035 |
Total P&L (%) | 214.2716 | -16.1797 | 230.4513 | 77.0888 | -122.3492 | 199.438 |
Avg Daily Profit (%) | 0.1411 | -0.0107 | 0.1517 | 0.0376 | 0 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93961 | -65509 | -104873 | -530295 | -238537 | -506065 |
Profit Factor | 1.1955 | 0.973 | 1.463 | 1.0201 | 0.9365 | 1.1043 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 148 | 63 | 85 | 148 | 63 | 85 |
Losing Trades | 205 | 114 | 91 | 205 | 114 | 91 |
Profitability (%) | 41.9263 | 35.5932 | 48.2955 | 41.9263 | 35.5932 | 48.2955 |
Ratio Avg Win / Avg Loss | 1.6559 | 1.7606 | 1.5663 | 1.4129 | 1.6947 | 1.1822 |
Largest Winning Trade | 37652 | 31441 | 37652 | 105259 | 92036 | 105259 |
Largest Losing Trade | -40024 | -19988 | -40024 | -140431 | -76414 | -140431 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4507 | 2336 | 2171 | 4507 | 2336 | 2171 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10153 | -582953 | 337698 | -342098 | -582953 | -202343 |
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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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