Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259199.6851 | 280835.3533 | -21635.6682 | -28069.2341 | 3469.2754 | -31538.5095 |
Total P&L (%) | 259.1997 | 280.8354 | -21.6357 | -28.0692 | 3.4693 | -31.5385 |
Avg Daily Profit (%) | 0.2083 | 0.2257 | -0.0174 | -0.0265 | 0.0027 | -0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217805 | -147873 | -82582 | -804555 | -609549 | -226627 |
Profit Factor | 1.372 | 1.5886 | 0.9015 | 0.9845 | 1.0027 | 0.9395 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 86 | 35 | 51 | 86 | 35 | 51 |
Losing Trades | 72 | 44 | 28 | 72 | 44 | 28 |
Profitability (%) | 54.4304 | 44.3038 | 64.557 | 54.4304 | 44.3038 | 64.557 |
Ratio Avg Win / Avg Loss | 1.1487 | 1.997 | 0.4949 | 0.8242 | 1.2605 | 0.5158 |
Largest Winning Trade | 225680 | 225680 | 17385 | 225489 | 225489 | 76313 |
Largest Losing Trade | -44254 | -44254 | -30139 | -185086 | -185086 | -150136 |
Avg Bars in Trades | 92 | 158 | 26 | 92 | 158 | 26 |
Avg Bars in Winners | 83 | 174 | 21 | 83 | 174 | 21 |
Avg Bars in Losers | 103 | 146 | 35 | 103 | 146 | 35 |
Bars Traded | 14655 | 12552 | 2103 | 14655 | 12552 | 2103 |
Profit Streak | 0 | 0 | 21.7053 | 0 | 0 | 21.7053 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346251 | -18374 | -604743 | -579375 | -601657 | -604743 |
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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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