Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219704.921 | -12369.016 | 232073.937 | 98741.5667 | -109404.7249 | 208146.2916 |
Total P&L (%) | 219.7049 | -12.369 | 232.0739 | 98.7416 | -109.4047 | 208.1463 |
Avg Daily Profit (%) | 0.1438 | -0.0081 | 0.1519 | 0.045 | 0 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63140 | -97705 | -64951 | -164008 | -188719 | -168061 |
Profit Factor | 1.2404 | 0.9742 | 1.5336 | 1.0508 | 0.8888 | 1.2165 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 161 | 88 | 73 | 161 | 88 | 73 |
Profitability (%) | 39.0152 | 33.3333 | 44.697 | 39.0152 | 33.3333 | 44.697 |
Ratio Avg Win / Avg Loss | 1.9389 | 1.9484 | 1.8976 | 1.6425 | 1.7776 | 1.5052 |
Largest Winning Trade | 46632 | 46632 | 40014 | 75689 | 69271 | 75689 |
Largest Losing Trade | -38905 | -21664 | -38905 | -69976 | -51001 | -69976 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 2983 | 1557 | 1426 | 2983 | 1557 | 1426 |
Profit Streak | 16.3702 | 0 | 16.8702 | 16.3702 | 0 | 16.8702 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2298 | -584407 | 302964 | -298472 | -584407 | -95299 |
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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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