Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241305.4809 | 308953.414 | -67647.9332 | -86976.7546 | 87242.8589 | -174219.6136 |
Total P&L (%) | 241.3055 | 308.9534 | -67.6479 | -86.9768 | 87.2429 | -174.2196 |
Avg Daily Profit (%) | 0.1301 | 0.1666 | -0.0365 | -0.1099 | 0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160135 | -103748 | -199702 | -222921 | -171245 | -239362 |
Profit Factor | 1.0927 | 1.2515 | 0.9508 | 0.959 | 1.0868 | 0.8438 |
Total Trades | 696 | 348 | 348 | 696 | 348 | 348 |
Winning Trades | 345 | 178 | 167 | 345 | 178 | 167 |
Losing Trades | 351 | 170 | 181 | 351 | 170 | 181 |
Profitability (%) | 49.569 | 51.1494 | 47.9885 | 49.569 | 51.1494 | 47.9885 |
Ratio Avg Win / Avg Loss | 1.1117 | 1.1953 | 1.0305 | 0.9757 | 1.0379 | 0.9145 |
Largest Winning Trade | 103334 | 103334 | 31872 | 40166 | 40166 | 30976 |
Largest Losing Trade | -43765 | -43765 | -41576 | -84651 | -84651 | -52158 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 14 | 17 | 10 | 14 | 17 | 10 |
Bars Traded | 10943 | 6094 | 4849 | 10943 | 6094 | 4849 |
Profit Streak | 5.381 | 0 | 40.0476 | 5.381 | 0 | 40.0476 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133425 | 317297 | -576813 | -576323 | -271103 | -578480 |
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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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