Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151091.8593 | 192492.8521 | -41400.9928 | -76891.0055 | 102412.1846 | -179303.1902 |
Total P&L (%) | 151.0919 | 192.4929 | -41.401 | -76.891 | 102.4122 | -179.3032 |
Avg Daily Profit (%) | 0.1224 | 0.1559 | -0.0335 | -0.1186 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199298 | -102343 | -160855 | -261175 | -43096 | -248868 |
Profit Factor | 1.0988 | 1.2719 | 0.9496 | 0.9144 | 1.3009 | 0.6787 |
Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
Winning Trades | 212 | 103 | 109 | 212 | 103 | 109 |
Losing Trades | 215 | 110 | 105 | 215 | 110 | 105 |
Profitability (%) | 49.6487 | 48.3568 | 50.9346 | 49.6487 | 48.3568 | 50.9346 |
Ratio Avg Win / Avg Loss | 1.1143 | 1.3583 | 0.9148 | 0.9274 | 1.3893 | 0.6538 |
Largest Winning Trade | 67772 | 67772 | 38808 | 45994 | 45994 | 36026 |
Largest Losing Trade | -75602 | -34970 | -75602 | -205487 | -35650 | -205487 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 7309 | 3894 | 3414 | 7309 | 3894 | 3414 |
Profit Streak | 15.0111 | 16.0111 | 15.0111 | 15.0111 | 16.0111 | 15.0111 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137567 | 303280 | -578742 | -576857 | -115258 | -578742 |
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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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