Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274245.3566 | 296628.268 | -22382.9115 | -103872.7191 | 30856.688 | -134729.4071 |
Total P&L (%) | 274.2454 | 296.6283 | -22.3829 | -103.8727 | 30.8567 | -134.7294 |
Avg Daily Profit (%) | 0.1713 | 0.1853 | -0.014 | 0 | 0.0168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242435 | -154488 | -210266 | -215373 | -52059 | -208971 |
Profit Factor | 1.1888 | 1.398 | 0.9684 | 0.7343 | 1.2226 | 0.466 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 142 | 65 | 77 | 103 | 58 | 45 |
Losing Trades | 102 | 57 | 45 | 141 | 64 | 77 |
Profitability (%) | 58.1967 | 53.2787 | 63.1148 | 42.2131 | 47.541 | 36.8852 |
Ratio Avg Win / Avg Loss | 0.8539 | 1.226 | 0.5659 | 1.0052 | 1.349 | 0.7973 |
Largest Winning Trade | 184057 | 184057 | 29022 | 100162 | 100162 | 38113 |
Largest Losing Trade | -107200 | -41130 | -107200 | -165711 | -43354 | -165711 |
Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Winners | 11 | 13 | 9 | 14 | 17 | 11 |
Avg Bars in Losers | 14 | 17 | 11 | 11 | 13 | 9 |
Bars Traded | 3116 | 1878 | 1238 | 3116 | 1878 | 1238 |
Profit Streak | 0 | 0 | 0 | 36.6869 | 39.6869 | 36.6869 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4531 | 311426 | -579030 | -579149 | -173752 | -585286 |
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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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