Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -277784.0185 | 402262.7781 | -680046.7967 | 1048535.3068 | -239594.3062 | 1288129.6131 |
Total P&L (%) | -277.784 | 402.2628 | -680.0468 | 1048.5353 | -239.5943 | 1288.1296 |
Avg Daily Profit (%) | -0.1195 | 0.173 | -0.2924 | 0.105 | 0 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -987221 | -147789 | -1063148 | -1141429 | -1066351 | -613956 |
Profit Factor | 0.8717 | 1.5515 | 0.5263 | 1.1668 | 0.9347 | 1.4917 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 144 | 70 | 74 | 146 | 71 | 75 |
Losing Trades | 132 | 68 | 64 | 130 | 67 | 63 |
Profitability (%) | 52.1739 | 50.7246 | 53.6232 | 52.8986 | 51.4493 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.799 | 1.5072 | 0.4551 | 1.0389 | 0.882 | 1.253 |
Largest Winning Trade | 156867 | 156867 | 60351 | 865910 | 824167 | 865910 |
Largest Losing Trade | -670179 | -72228 | -670179 | -622607 | -622607 | -307074 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 33 | 33 | 32 | 33 | 33 | 33 |
Avg Bars in Losers | 31 | 36 | 25 | 30 | 36 | 23 |
Bars Traded | 8904 | 4862 | 4042 | 8904 | 4862 | 4042 |
Profit Streak | 0 | 0 | 28.2629 | 0 | 0 | 28.2629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579052 | 360998 | -579678 | -87590 | -580778 | -39033 |
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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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