Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185420.953 | 176235.5588 | 9185.3942 | -104263.7342 | 22852.7508 | -127116.485 |
Total P&L (%) | 185.421 | 176.2356 | 9.1854 | -104.2637 | 22.8528 | -127.1165 |
Avg Daily Profit (%) | 0.178 | 0.1692 | 0.0088 | 0 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136358 | -72943 | -142982 | -169360 | -5650 | -166766 |
Profit Factor | 1.1766 | 1.39 | 1.0154 | 0.5142 | 1.8907 | 0.3272 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 240 | 118 | 122 | 180 | 94 | 86 |
Losing Trades | 171 | 87 | 84 | 231 | 111 | 120 |
Profitability (%) | 58.3942 | 57.561 | 59.2233 | 43.7956 | 45.8537 | 41.7476 |
Ratio Avg Win / Avg Loss | 0.8383 | 1.0248 | 0.6991 | 0.6598 | 2.2327 | 0.4566 |
Largest Winning Trade | 28349 | 28349 | 18817 | 12360 | 9625 | 12360 |
Largest Losing Trade | -101102 | -36730 | -101102 | -159969 | -1840 | -159969 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 47 | 47 | 47 | 75 | 75 | 75 |
Avg Bars in Losers | 78 | 76 | 80 | 48 | 46 | 51 |
Bars Traded | 24810 | 12189 | 12621 | 24810 | 12189 | 12621 |
Profit Streak | 0 | 0 | 0 | 4.2943 | 8.586 | 4.2943 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17276 | 341610 | -550408 | -580525 | -167551 | -583410 |
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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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