Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283354.5877 | 286123.4649 | -2768.8772 | -83002.7137 | 36989.9433 | -119992.6571 |
Total P&L (%) | 283.3546 | 286.1235 | -2.7689 | -83.0027 | 36.9899 | -119.9927 |
Avg Daily Profit (%) | 0.1513 | 0.1528 | -0.0015 | -0.0946 | 0.0168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202147 | -146388 | -204720 | -378455 | -244450 | -201945 |
Profit Factor | 1.1838 | 1.3875 | 0.9966 | 0.9405 | 1.0516 | 0.8233 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 54.5817 | 54.4 | 54.7619 | 54.5817 | 54.4 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.9851 | 1.1631 | 0.8232 | 0.7826 | 0.8815 | 0.6801 |
Largest Winning Trade | 69537 | 69537 | 59073 | 91568 | 91568 | 56155 |
Largest Losing Trade | -75365 | -39945 | -75365 | -84980 | -84980 | -68624 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 21 | 15 | 26 | 21 | 15 | 26 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 5443 | 2196 | 3247 | 5443 | 2196 | 3247 |
Profit Streak | 2.8237 | 0 | 4.157 | 2.8237 | 0 | 4.157 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11894 | 304647 | -580176 | -579906 | -337656 | -580176 |
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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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