Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213333.8732 | 208532.3721 | 4801.5011 | -98394.407 | -31108.2901 | -67286.1169 |
Total P&L (%) | 213.3339 | 208.5324 | 4.8015 | -98.3944 | -31.1083 | -67.2861 |
Avg Daily Profit (%) | 0.1705 | 0.1666 | 0.0038 | -0.3296 | -0.0298 | -0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151675 | -77358 | -157403 | -112951 | -49786 | -112278 |
Profit Factor | 1.1796 | 1.3646 | 1.0078 | 0.6516 | 0.7596 | 0.5603 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 239 | 117 | 122 | 239 | 117 | 122 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 68.8761 | 67.6301 | 70.1149 | 68.8761 | 67.6301 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.5331 | 0.6532 | 0.4296 | 0.2945 | 0.3636 | 0.2388 |
Largest Winning Trade | 31783 | 31783 | 21180 | 19669 | 19669 | 13164 |
Largest Losing Trade | -98611 | -43924 | -98611 | -78116 | -49786 | -78116 |
Avg Bars in Trades | 7 | 7 | 6 | 7 | 7 | 6 |
Avg Bars in Winners | 3 | 4 | 3 | 3 | 4 | 3 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 2478 | 1337 | 1141 | 2478 | 1337 | 1141 |
Profit Streak | 5.9138 | 12.4138 | 5.9138 | 5.9138 | 12.4138 | 5.9138 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11517 | 348435 | -563143 | -575068 | -577247 | -576837 |
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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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