Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298056.7856 | 329996.2376 | -31939.4519 | -36069.5333 | 117630.1179 | -153699.6512 |
Total P&L (%) | 298.0568 | 329.9962 | -31.9395 | -36.0695 | 117.6301 | -153.6997 |
Avg Daily Profit (%) | 0.1852 | 0.2051 | -0.0199 | -0.0278 | 0.0483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190815 | -151073 | -124541 | -240499 | -124463 | -168715 |
Profit Factor | 1.3177 | 1.7495 | 0.9358 | 0.9515 | 1.3479 | 0.6216 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 41.2766 | 41.5254 | 41.0256 | 41.2766 | 41.5254 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.8747 | 2.4635 | 1.3453 | 1.3537 | 1.8981 | 0.8935 |
Largest Winning Trade | 232844 | 232844 | 63310 | 180917 | 180917 | 42534 |
Largest Losing Trade | -32740 | -25208 | -32740 | -58967 | -35582 | -58967 |
Avg Bars in Trades | 19 | 12 | 26 | 19 | 12 | 26 |
Avg Bars in Winners | 29 | 20 | 39 | 29 | 20 | 39 |
Avg Bars in Losers | 12 | 7 | 17 | 12 | 7 | 17 |
Bars Traded | 4554 | 1472 | 3082 | 4554 | 1472 | 3082 |
Profit Streak | 28.4995 | 40.1662 | 28.4995 | 28.4995 | 40.1662 | 28.4995 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301624 | 332316 | -582026 | -579531 | -128614 | -583693 |
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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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