Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263659.4346 | -2422.6985 | 266082.1331 | 234309.3683 | -125398.2601 | 359707.6284 |
Total P&L (%) | 263.6594 | -2.4227 | 266.0821 | 234.3094 | -125.3983 | 359.7076 |
Avg Daily Profit (%) | 0.1725 | -0.0016 | 0.1741 | 0.079 | 0 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120458 | -87249 | -73900 | -969370 | -713685 | -608654 |
Profit Factor | 1.2687 | 0.9952 | 1.5531 | 1.0472 | 0.9468 | 1.138 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 44.2953 | 38.9262 | 49.6644 | 44.2953 | 38.9262 | 49.6644 |
Ratio Avg Win / Avg Loss | 1.5955 | 1.5614 | 1.5741 | 1.317 | 1.4854 | 1.1534 |
Largest Winning Trade | 40040 | 40040 | 34922 | 195451 | 123744 | 195451 |
Largest Losing Trade | -34523 | -17346 | -34523 | -200168 | -172066 | -200168 |
Avg Bars in Trades | 60 | 61 | 58 | 60 | 61 | 58 |
Avg Bars in Winners | 81 | 82 | 79 | 81 | 82 | 79 |
Avg Bars in Losers | 43 | 48 | 38 | 43 | 48 | 38 |
Bars Traded | 17978 | 9208 | 8770 | 17978 | 9208 | 8770 |
Profit Streak | 15.7346 | 0 | 16.6513 | 15.7346 | 0 | 16.6513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299156 | -582466 | 375275 | -256116 | -583577 | -128047 |
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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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