Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229622.1652 | 298125.0647 | -68502.8995 | -72101.7785 | 159928.4684 | -232030.2469 |
Total P&L (%) | 229.6222 | 298.1251 | -68.5029 | -72.1018 | 159.9285 | -232.0302 |
Avg Daily Profit (%) | 0.1205 | 0.1564 | -0.0359 | -0.067 | 0.0501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159256 | -164235 | -129116 | -325381 | -195186 | -278401 |
Profit Factor | 1.2289 | 1.4575 | 0.8052 | 0.9301 | 1.2659 | 0.4612 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Losing Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Profitability (%) | 56.7901 | 59.5041 | 54.0984 | 56.7901 | 59.5041 | 54.0984 |
Ratio Avg Win / Avg Loss | 0.935 | 0.9919 | 0.6832 | 0.7077 | 0.8615 | 0.3913 |
Largest Winning Trade | 97986 | 97986 | 21545 | 110868 | 110868 | 33080 |
Largest Losing Trade | -64210 | -64210 | -41657 | -122386 | -122386 | -75073 |
Avg Bars in Trades | 90 | 169 | 11 | 90 | 169 | 11 |
Avg Bars in Winners | 51 | 89 | 10 | 51 | 89 | 10 |
Avg Bars in Losers | 140 | 286 | 13 | 140 | 286 | 13 |
Bars Traded | 21922 | 20486 | 1436 | 21922 | 20486 | 1436 |
Profit Streak | 69.2624 | 76.5957 | 69.2624 | 69.2624 | 76.5957 | 69.2624 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31072 | 323950 | -579640 | -577657 | -125387 | -579640 |
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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) |
---|