Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228323.5747 | 305899.5153 | -77575.9406 | -95300.0921 | 58581.2732 | -153881.3652 |
Total P&L (%) | 228.3236 | 305.8995 | -77.5759 | -95.3001 | 58.5813 | -153.8814 |
Avg Daily Profit (%) | 0.1172 | 0.157 | -0.0398 | -0.1568 | 0.0237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216104 | -162743 | -147474 | -111046 | -43116 | -137530 |
Profit Factor | 1.1702 | 1.4386 | 0.8796 | 0.7813 | 1.3284 | 0.402 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 116 | 63 | 53 | 116 | 63 | 53 |
Profitability (%) | 50.4274 | 46.1538 | 54.7009 | 50.4274 | 46.1538 | 54.7009 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.6784 | 0.7284 | 0.768 | 1.5498 | 0.3329 |
Largest Winning Trade | 192295 | 192295 | 42033 | 41016 | 41016 | 10220 |
Largest Losing Trade | -88842 | -37629 | -88842 | -74295 | -25347 | -74295 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3843 | 1983 | 1861 | 3843 | 1983 | 1861 |
Profit Streak | 5.2559 | 19.7559 | 5.2559 | 5.2559 | 19.7559 | 5.2559 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67175 | 302070 | -579422 | -578039 | -161547 | -579422 |
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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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