Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243233.4096 | 314991.394 | -71757.9844 | -416475.8322 | -36890.3663 | -379585.4659 |
Total P&L (%) | 243.2334 | 314.9914 | -71.758 | -416.4758 | -36.8904 | -379.5855 |
Avg Daily Profit (%) | 0.1312 | 0.1699 | -0.0387 | 0 | -0.0248 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268539 | -126005 | -231772 | -543956 | -353619 | -371529 |
Profit Factor | 1.1766 | 1.4999 | 0.904 | 0.7701 | 0.9569 | 0.6029 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 149 | 70 | 79 | 149 | 73 | 76 |
Losing Trades | 146 | 77 | 69 | 146 | 74 | 72 |
Profitability (%) | 50.5085 | 47.619 | 53.3784 | 50.5085 | 49.6599 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.1529 | 1.6499 | 0.7896 | 0.7546 | 0.97 | 0.5711 |
Largest Winning Trade | 56004 | 56004 | 42774 | 96235 | 96235 | 36793 |
Largest Losing Trade | -218618 | -60964 | -218618 | -233776 | -100257 | -233776 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 18 | 20 | 16 | 21 | 22 | 20 |
Avg Bars in Losers | 30 | 32 | 28 | 27 | 30 | 23 |
Bars Traded | 7206 | 3928 | 3278 | 7206 | 3928 | 3278 |
Profit Streak | 43.643 | 43.643 | 56.393 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40931 | 342728 | -578823 | -578891 | -580797 | -580487 |
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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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