Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145881.1594 | 155883.9192 | -10002.7597 | -35051.7846 | 120294.8678 | -155346.6524 |
Total P&L (%) | 145.8812 | 155.8839 | -10.0028 | -35.0518 | 120.2949 | -155.3467 |
Avg Daily Profit (%) | 0.14 | 0.1496 | -0.0096 | -0.0414 | 0.0758 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149176 | -118576 | -83120 | -356211 | -205301 | -227985 |
Profit Factor | 1.1684 | 1.4252 | 0.98 | 0.9747 | 1.2168 | 0.8127 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 57.9399 | 57.265 | 58.6207 | 57.9399 | 57.265 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.8482 | 1.0636 | 0.6917 | 0.7075 | 0.908 | 0.5737 |
Largest Winning Trade | 32234 | 32234 | 26660 | 45300 | 45300 | 40566 |
Largest Losing Trade | -61097 | -47056 | -61097 | -145317 | -88938 | -145317 |
Avg Bars in Trades | 105 | 110 | 101 | 105 | 110 | 101 |
Avg Bars in Winners | 88 | 92 | 85 | 88 | 92 | 85 |
Avg Bars in Losers | 129 | 134 | 123 | 129 | 134 | 123 |
Bars Traded | 24695 | 12936 | 11759 | 24695 | 12936 | 11759 |
Profit Streak | 0.3586 | 20.7336 | 0 | 0.3586 | 20.7336 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44349 | 352289 | -579906 | -582116 | -91553 | -579906 |
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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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