Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186918.1421 | -50644.1722 | 237562.3143 | -26810.6701 | -193593.031 | 166782.3609 |
Total P&L (%) | 186.9181 | -50.6442 | 237.5623 | -26.8107 | -193.593 | 166.7824 |
Avg Daily Profit (%) | 0.1221 | -0.0331 | 0.1552 | -0.0204 | 0 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120432 | -105968 | -127316 | -351474 | -257112 | -240818 |
Profit Factor | 1.2406 | 0.8559 | 1.5584 | 0.9809 | 0.677 | 1.2072 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 198 | 89 | 109 | 198 | 89 | 109 |
Losing Trades | 143 | 82 | 61 | 143 | 82 | 61 |
Profitability (%) | 58.0645 | 52.0468 | 64.1176 | 58.0645 | 52.0468 | 64.1176 |
Ratio Avg Win / Avg Loss | 0.896 | 0.7886 | 0.8721 | 0.7084 | 0.6238 | 0.6756 |
Largest Winning Trade | 31591 | 13596 | 31591 | 77745 | 21589 | 77745 |
Largest Losing Trade | -80515 | -11584 | -80515 | -209655 | -26434 | -209655 |
Avg Bars in Trades | 52 | 18 | 86 | 52 | 18 | 86 |
Avg Bars in Winners | 45 | 18 | 67 | 45 | 18 | 67 |
Avg Bars in Losers | 62 | 19 | 120 | 62 | 19 | 120 |
Bars Traded | 17937 | 3224 | 14713 | 17937 | 3224 | 14713 |
Profit Streak | 0 | 0 | 11.9843 | 0 | 0 | 11.9843 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29120 | -579894 | 360831 | -577949 | -579894 | -106672 |
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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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