Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392670.4214 | 426845.0575 | -34174.6362 | -70264.0672 | 7603.9598 | -77868.0269 |
Total P&L (%) | 392.6704 | 426.8451 | -34.1746 | -70.2641 | 7.604 | -77.868 |
Avg Daily Profit (%) | 0.1653 | 0.1797 | -0.0144 | -0.0511 | 0.0031 | -0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190939 | -151051 | -152195 | -99993 | -78627 | -114437 |
Profit Factor | 1.498 | 1.8719 | 0.8857 | 0.8109 | 1.0367 | 0.5266 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 44.7761 | 38.806 | 50.7463 | 44.7761 | 38.806 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.8476 | 2.9519 | 0.8596 | 1.0001 | 1.6348 | 0.5111 |
Largest Winning Trade | 286584 | 286584 | 38868 | 82069 | 82069 | 8804 |
Largest Losing Trade | -78797 | -57978 | -78797 | -87233 | -26586 | -87233 |
Avg Bars in Trades | 101 | 159 | 43 | 101 | 159 | 43 |
Avg Bars in Winners | 152 | 280 | 55 | 152 | 280 | 55 |
Avg Bars in Losers | 59 | 82 | 30 | 59 | 82 | 30 |
Bars Traded | 13565 | 10683 | 2882 | 13565 | 10683 | 2882 |
Profit Streak | 65.9972 | 0 | 67.1639 | 65.9972 | 0 | 67.1639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310045 | -110310 | -696803 | -580229 | -654806 | -696803 |
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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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