Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249650.7652 | 287877.4733 | -38226.7081 | -119633.1912 | -75586.3123 | -44046.8789 |
Total P&L (%) | 249.6508 | 287.8775 | -38.2267 | -119.6332 | -75.5863 | -44.0469 |
Avg Daily Profit (%) | 0.1329 | 0.1532 | -0.0203 | 0 | -0.075 | -0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148352 | -80964 | -230645 | -312338 | -105297 | -240424 |
Profit Factor | 1.1631 | 1.432 | 0.9558 | 0.8593 | 0.81 | 0.9027 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 170 | 84 | 86 | 138 | 72 | 66 |
Losing Trades | 138 | 70 | 68 | 170 | 82 | 88 |
Profitability (%) | 55.1948 | 54.5455 | 55.8442 | 44.8052 | 46.7532 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.9441 | 1.1933 | 0.7557 | 1.0586 | 0.9225 | 1.2036 |
Largest Winning Trade | 60482 | 51619 | 60482 | 66322 | 66322 | 62915 |
Largest Losing Trade | -123803 | -45613 | -123803 | -133673 | -32673 | -133673 |
Avg Bars in Trades | 72 | 60 | 84 | 72 | 60 | 84 |
Avg Bars in Winners | 58 | 46 | 71 | 93 | 75 | 113 |
Avg Bars in Losers | 89 | 77 | 100 | 54 | 47 | 61 |
Bars Traded | 22281 | 9340 | 12941 | 22281 | 9340 | 12941 |
Profit Streak | 0 | 15.3019 | 0 | 12.8852 | 0 | 15.2185 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56160 | 343290 | -579768 | -578910 | -581789 | -581053 |
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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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