Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182614.6986 | 305465.7045 | -122851.0059 | -98900.4704 | 23198.7339 | -122099.2043 |
Total P&L (%) | 182.6147 | 305.4657 | -122.851 | -98.9005 | 23.1987 | -122.0992 |
Avg Daily Profit (%) | 0.0962 | 0.1608 | -0.0647 | -0.2372 | 0.011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213701 | -116282 | -189959 | -66269 | -20009 | -78062 |
Profit Factor | 1.0792 | 1.2664 | 0.894 | 0.6449 | 1.262 | 0.3572 |
Total Trades | 535 | 267 | 268 | 535 | 267 | 268 |
Winning Trades | 300 | 145 | 155 | 300 | 145 | 155 |
Losing Trades | 235 | 122 | 113 | 235 | 122 | 113 |
Profitability (%) | 56.0748 | 54.3071 | 57.8358 | 56.0748 | 54.3071 | 57.8358 |
Ratio Avg Win / Avg Loss | 0.8454 | 1.0655 | 0.6518 | 0.5051 | 1.0618 | 0.2604 |
Largest Winning Trade | 95215 | 95215 | 28634 | 14188 | 14188 | 5320 |
Largest Losing Trade | -89894 | -35371 | -89894 | -44680 | -8293 | -44680 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 7509 | 4120 | 3389 | 7509 | 4120 | 3389 |
Profit Streak | 2.351 | 0 | 8.351 | 2.351 | 0 | 8.351 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197590 | 318314 | -577965 | -578670 | -181387 | -577965 |
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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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