Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163619.1736 | 247697.1155 | -84077.9419 | -67183.1302 | 199661.5226 | -266844.6528 |
Total P&L (%) | 163.6192 | 247.6971 | -84.0779 | -67.1831 | 199.6615 | -266.8447 |
Avg Daily Profit (%) | 0.1158 | 0.1754 | -0.0595 | -0.0789 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205012 | -142173 | -153992 | -290768 | -146487 | -303798 |
Profit Factor | 1.1235 | 1.4029 | 0.8816 | 0.941 | 1.4598 | 0.6215 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 48.1203 | 50.3759 | 45.8647 | 48.1203 | 50.3759 | 45.8647 |
Ratio Avg Win / Avg Loss | 1.2113 | 1.3819 | 1.0405 | 1.0145 | 1.438 | 0.7335 |
Largest Winning Trade | 46364 | 46364 | 37250 | 63930 | 63930 | 48995 |
Largest Losing Trade | -53434 | -35882 | -53434 | -135480 | -33328 | -135480 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 2782 | 1393 | 1389 | 2782 | 1393 | 1389 |
Profit Streak | 466.3551 | 471.8551 | 0 | 466.3551 | 471.8551 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121504 | 317972 | -580643 | -577588 | -87399 | -582309 |
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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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