Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229436.4846 | 383526.9314 | -154090.4468 | -103055.9615 | -40631.591 | -62424.3705 |
Total P&L (%) | 229.4365 | 383.5269 | -154.0904 | -103.056 | -40.6316 | -62.4244 |
Avg Daily Profit (%) | 0.0963 | 0.1609 | -0.0647 | 0 | -0.0219 | -0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194844 | -121078 | -312984 | -177624 | -90745 | -158369 |
Profit Factor | 1.1319 | 1.5562 | 0.8533 | 0.8268 | 0.8512 | 0.806 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 132 | 65 | 67 | 119 | 66 | 53 |
Losing Trades | 115 | 59 | 56 | 128 | 58 | 70 |
Profitability (%) | 53.4413 | 52.4194 | 54.4715 | 48.1781 | 53.2258 | 43.0894 |
Ratio Avg Win / Avg Loss | 0.9861 | 1.4126 | 0.7132 | 0.8893 | 0.748 | 1.0646 |
Largest Winning Trade | 103862 | 103862 | 64744 | 62932 | 26804 | 62932 |
Largest Losing Trade | -129383 | -57423 | -129383 | -40319 | -40319 | -38567 |
Avg Bars in Trades | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Winners | 51 | 42 | 59 | 63 | 53 | 74 |
Avg Bars in Losers | 63 | 57 | 69 | 51 | 45 | 56 |
Bars Traded | 14082 | 6179 | 7903 | 14082 | 6179 | 7903 |
Profit Streak | 0 | 0 | 0 | 108.5863 | 144.5863 | 108.5863 |
Trades During Streak | 0 | 0 | 0 | 9 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139839 | 324918 | -580425 | -578615 | -579108 | -580634 |
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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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