Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243670.8095 | 279279.3509 | -35608.5415 | -59891.4978 | -1289.6022 | -58601.8956 |
Total P&L (%) | 243.6708 | 279.2794 | -35.6085 | -59.8915 | -1.2896 | -58.6019 |
Avg Daily Profit (%) | 0.2339 | 0.2681 | -0.0342 | -0.0877 | -0.0012 | -0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157126 | -139400 | -81020 | -169640 | -145664 | -90478 |
Profit Factor | 1.3017 | 1.4878 | 0.8485 | 0.9152 | 0.9975 | 0.7013 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 43.6464 | 40 | 47.2527 | 43.6464 | 40 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.6807 | 2.2317 | 0.9472 | 1.1817 | 1.4962 | 0.7829 |
Largest Winning Trade | 212834 | 212834 | 11877 | 133263 | 133263 | 13803 |
Largest Losing Trade | -30944 | -30944 | -17441 | -42691 | -42691 | -25206 |
Avg Bars in Trades | 135 | 230 | 40 | 135 | 230 | 40 |
Avg Bars in Winners | 150 | 278 | 43 | 150 | 278 | 43 |
Avg Bars in Losers | 123 | 198 | 37 | 123 | 198 | 37 |
Bars Traded | 24436 | 20765 | 3671 | 24436 | 20765 | 3671 |
Profit Streak | 10.4889 | 14.4472 | 10.4889 | 10.4889 | 14.4472 | 10.4889 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312911 | 249666 | -581505 | -579535 | -582722 | -581505 |
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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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