Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179052.0897 | 200962.351 | -21910.2613 | -105244.8044 | -1129.299 | -104115.5054 |
Total P&L (%) | 179.0521 | 200.9624 | -21.9103 | -105.2448 | -1.1293 | -104.1155 |
Avg Daily Profit (%) | 0.145 | 0.1628 | -0.0177 | 0 | -0.0009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248222 | -132654 | -182373 | -189407 | -51070 | -196380 |
Profit Factor | 1.1434 | 1.3728 | 0.9691 | 0.6846 | 0.9894 | 0.5424 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 151 | 71 | 80 | 131 | 68 | 63 |
Losing Trades | 129 | 69 | 60 | 149 | 72 | 77 |
Profitability (%) | 53.9286 | 50.7143 | 57.1429 | 46.7857 | 48.5714 | 45 |
Ratio Avg Win / Avg Loss | 0.9768 | 1.3341 | 0.7268 | 0.7787 | 1.0476 | 0.6629 |
Largest Winning Trade | 38593 | 38368 | 38593 | 36395 | 36395 | 30450 |
Largest Losing Trade | -105005 | -36717 | -105005 | -119505 | -43952 | -119505 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 16 | 15 | 18 | 18 | 19 | 16 |
Avg Bars in Losers | 18 | 19 | 16 | 17 | 15 | 18 |
Bars Traded | 4916 | 2455 | 2461 | 4916 | 2455 | 2461 |
Profit Streak | 15.07 | 16.57 | 15.07 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60036 | 327154 | -578685 | -580285 | -579572 | -582627 |
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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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