Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126832.9537 | -33051.4034 | 159884.3571 | -17738.1399 | -177245.8913 | 159507.7514 |
Total P&L (%) | 126.833 | -33.0514 | 159.8844 | -17.7381 | -177.2459 | 159.5078 |
Avg Daily Profit (%) | 0.1225 | -0.0319 | 0.1544 | -0.0189 | 0 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166204 | -185264 | -77160 | -317990 | -345773 | -107504 |
Profit Factor | 1.0917 | 0.9598 | 1.2849 | 0.9898 | 0.8272 | 1.2257 |
Total Trades | 700 | 350 | 350 | 700 | 350 | 350 |
Winning Trades | 421 | 201 | 220 | 421 | 201 | 220 |
Losing Trades | 279 | 149 | 130 | 279 | 149 | 130 |
Profitability (%) | 60.1429 | 57.4286 | 62.8571 | 60.1429 | 57.4286 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.7235 | 0.7115 | 0.7592 | 0.6559 | 0.6132 | 0.7243 |
Largest Winning Trade | 28816 | 28816 | 19033 | 41163 | 28905 | 41163 |
Largest Losing Trade | -34721 | -34721 | -25923 | -108405 | -108405 | -36882 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 2940 | 1540 | 1400 | 2940 | 1540 | 1400 |
Profit Streak | 4.8612 | 4.8612 | 17.5278 | 4.8612 | 4.8612 | 17.5278 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144148 | -577676 | 372770 | -574058 | -577676 | -67217 |
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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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