Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149412.8603 | 217489.6176 | -68076.7573 | -75223.361 | -16115.8242 | -59107.5367 |
Total P&L (%) | 149.4129 | 217.4896 | -68.0768 | -75.2234 | -16.1158 | -59.1075 |
Avg Daily Profit (%) | 0.1058 | 0.154 | -0.0482 | -0.0988 | -0.0124 | -0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204395 | -123252 | -205852 | -765738 | -729967 | -326811 |
Profit Factor | 1.0889 | 1.2409 | 0.9125 | 0.983 | 0.9939 | 0.967 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 340 | 174 | 166 | 340 | 174 | 166 |
Losing Trades | 194 | 93 | 101 | 194 | 93 | 101 |
Profitability (%) | 63.6704 | 65.1685 | 62.1723 | 63.6704 | 65.1685 | 62.1723 |
Ratio Avg Win / Avg Loss | 0.6213 | 0.6633 | 0.5552 | 0.5609 | 0.5312 | 0.5884 |
Largest Winning Trade | 44654 | 44654 | 19368 | 123590 | 123590 | 56140 |
Largest Losing Trade | -50992 | -47568 | -50992 | -272070 | -272070 | -119557 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 10 | 13 | 7 | 10 | 13 | 7 |
Avg Bars in Losers | 24 | 35 | 14 | 24 | 35 | 14 |
Bars Traded | 8414 | 5731 | 2682 | 8414 | 5731 | 2682 |
Profit Streak | 470.1315 | 470.1315 | 513.2981 | 470.1315 | 470.1315 | 513.2981 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169937 | 322358 | -576693 | -574600 | -577108 | -576693 |
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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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