Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165771.3111 | 215467.8084 | -49696.4974 | -57521.4262 | 45304.4441 | -102825.8703 |
Total P&L (%) | 165.7713 | 215.4678 | -49.6965 | -57.5214 | 45.3044 | -102.8259 |
Avg Daily Profit (%) | 0.1547 | 0.2011 | -0.0464 | -0.0799 | 0.0349 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206170 | -143605 | -106503 | -447188 | -318589 | -267395 |
Profit Factor | 1.1914 | 1.4945 | 0.8845 | 0.974 | 1.0399 | 0.9048 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 45.5598 | 44.9612 | 46.1538 | 45.5598 | 44.9612 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.4236 | 1.8294 | 1.0319 | 1.1639 | 1.273 | 1.0556 |
Largest Winning Trade | 296119 | 296119 | 30269 | 301591 | 301591 | 90242 |
Largest Losing Trade | -26007 | -20364 | -26007 | -82508 | -75739 | -82508 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 28 | 23 | 34 | 28 | 23 | 34 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 6263 | 2729 | 3534 | 6263 | 2729 | 3534 |
Profit Streak | 0 | 31.1738 | 0 | 0 | 31.1738 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2854 | 344844 | -580538 | -579205 | -325097 | -580538 |
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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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