Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148142.8031 | -9255.8386 | 157398.6418 | -7774.415 | -88680.5262 | 80906.1111 |
Total P&L (%) | 148.1428 | -9.2558 | 157.3986 | -7.7744 | -88.6805 | 80.9061 |
Avg Daily Profit (%) | 0.1434 | -0.009 | 0.1523 | -0.0078 | -0.2106 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205634 | -201079 | -57756 | -349476 | -299561 | -64277 |
Profit Factor | 1.1904 | 0.9822 | 1.6118 | 0.9906 | 0.8426 | 1.3105 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 198 | 95 | 103 | 198 | 95 | 103 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 69.2308 | 66.4336 | 72.028 | 69.2308 | 66.4336 | 72.028 |
Ratio Avg Win / Avg Loss | 0.5291 | 0.4963 | 0.6259 | 0.4403 | 0.4257 | 0.5089 |
Largest Winning Trade | 22197 | 22197 | 14060 | 36982 | 26018 | 36982 |
Largest Losing Trade | -52517 | -45008 | -52517 | -121437 | -121437 | -48046 |
Avg Bars in Trades | 85 | 115 | 54 | 85 | 115 | 54 |
Avg Bars in Winners | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Losers | 195 | 265 | 111 | 195 | 265 | 111 |
Bars Traded | 24384 | 16555 | 7829 | 24384 | 16555 | 7829 |
Profit Streak | 14.5985 | 47.7652 | 14.5985 | 14.5985 | 47.7652 | 14.5985 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8835 | -577222 | 404672 | -575237 | -577222 | -114050 |
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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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