Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172913.7266 | 202977.7963 | -30064.0697 | -69768.104 | 92769.7005 | -162537.8045 |
Total P&L (%) | 172.9137 | 202.9778 | -30.0641 | -69.7681 | 92.7697 | -162.5378 |
Avg Daily Profit (%) | 0.1387 | 0.1628 | -0.0241 | -0.0959 | 0.0526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132998 | -80642 | -132581 | -144457 | -38488 | -215385 |
Profit Factor | 1.1468 | 1.3971 | 0.9549 | 0.891 | 1.4131 | 0.6091 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 55.2542 | 55.7823 | 54.7297 | 55.2542 | 55.7823 | 54.7297 |
Ratio Avg Win / Avg Loss | 0.9287 | 1.1074 | 0.7899 | 0.7216 | 1.1201 | 0.5038 |
Largest Winning Trade | 42103 | 42103 | 37616 | 42655 | 42655 | 23928 |
Largest Losing Trade | -78745 | -28932 | -78745 | -124812 | -15407 | -124812 |
Avg Bars in Trades | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 52 | 60 | 45 | 52 | 60 | 45 |
Bars Traded | 14691 | 7958 | 6733 | 14691 | 7958 | 6733 |
Profit Streak | 0 | 6.4387 | 0 | 0 | 6.4387 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66416 | 333199 | -580327 | -578553 | -120561 | -580327 |
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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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