Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201379.993 | -32252.7161 | 233632.7091 | -2116.2777 | -176536.9547 | 174420.677 |
Total P&L (%) | 201.38 | -32.2527 | 233.6327 | -2.1163 | -176.537 | 174.4207 |
Avg Daily Profit (%) | 0.1318 | -0.0211 | 0.1529 | -0.0014 | 0 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176517 | -137031 | -107702 | -496455 | -302650 | -313688 |
Profit Factor | 1.1933 | 0.9493 | 1.5768 | 0.9989 | 0.8402 | 1.2345 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 65.9574 | 61.8644 | 70.0855 | 65.9574 | 61.8644 | 70.0855 |
Ratio Avg Win / Avg Loss | 0.6159 | 0.5852 | 0.673 | 0.5155 | 0.5179 | 0.5269 |
Largest Winning Trade | 27615 | 27615 | 20854 | 53349 | 53349 | 37531 |
Largest Losing Trade | -46043 | -44969 | -46043 | -130261 | -106388 | -130261 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 4477 | 2506 | 1971 | 4477 | 2506 | 1971 |
Profit Streak | 0 | 0 | 44.8865 | 0 | 0 | 44.8865 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23067 | -579202 | 414332 | -577201 | -579202 | -102489 |
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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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