Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159223.3249 | 290785.717 | -131562.392 | -101250.5397 | 177246.6439 | -278497.1835 |
Total P&L (%) | 159.2233 | 290.7857 | -131.5624 | -101.2505 | 177.2466 | -278.4972 |
Avg Daily Profit (%) | 0.0853 | 0.1557 | -0.0704 | 0 | 0.0546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -314062 | -198426 | -162548 | -370083 | -125971 | -280222 |
Profit Factor | 1.1925 | 1.7956 | 0.7151 | 0.813 | 2.1995 | 0.2924 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 106 | 53 | 53 | 118 | 62 | 56 |
Losing Trades | 127 | 63 | 64 | 115 | 54 | 61 |
Profitability (%) | 45.4936 | 45.6897 | 45.2991 | 50.6438 | 53.4483 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.4287 | 2.1344 | 0.8635 | 0.7923 | 1.9157 | 0.3185 |
Largest Winning Trade | 442262 | 442262 | 43314 | 288136 | 288136 | 74440 |
Largest Losing Trade | -104879 | -39305 | -104879 | -230837 | -91267 | -230837 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 30 | 24 | 36 | 22 | 25 | 19 |
Avg Bars in Losers | 16 | 18 | 15 | 23 | 15 | 30 |
Bars Traded | 5387 | 2420 | 2967 | 5387 | 2420 | 2967 |
Profit Streak | 7.3181 | 0 | 10.3181 | 0 | 11.3181 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87523 | 324141 | -581471 | -579197 | -114232 | -581574 |
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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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