Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137061.1071 | 232435.0246 | -95373.9175 | -99446.7456 | -7422.1694 | -92024.5762 |
Total P&L (%) | 137.0611 | 232.435 | -95.3739 | -99.4467 | -7.4222 | -92.0246 |
Avg Daily Profit (%) | 0.0971 | 0.1647 | -0.0676 | -0.3676 | -0.0055 | -0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249004 | -81860 | -264507 | -232018 | -44223 | -228561 |
Profit Factor | 1.126 | 1.6263 | 0.8669 | 0.8042 | 0.9565 | 0.7271 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 142 | 64 | 78 | 100 | 51 | 49 |
Losing Trades | 94 | 54 | 40 | 136 | 67 | 69 |
Profitability (%) | 60.1695 | 54.2373 | 66.1017 | 42.3729 | 43.2203 | 41.5254 |
Ratio Avg Win / Avg Loss | 0.7454 | 1.3722 | 0.4446 | 1.0937 | 1.2566 | 1.0239 |
Largest Winning Trade | 35233 | 35233 | 32140 | 90137 | 21328 | 90137 |
Largest Losing Trade | -114316 | -57523 | -114316 | -133499 | -34388 | -133499 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 55 | 51 | 58 | 65 | 60 | 70 |
Avg Bars in Losers | 94 | 79 | 114 | 74 | 67 | 81 |
Bars Traded | 16742 | 7642 | 9100 | 16742 | 7642 | 9100 |
Profit Streak | 0 | 0 | 569.0502 | 0 | 0 | 569.0502 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144353 | 345455 | -577580 | -580842 | -581988 | -581296 |
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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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