Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225227.9549 | 293614.4279 | -68386.473 | -73556.9785 | 86729.476 | -160286.4545 |
Total P&L (%) | 225.228 | 293.6144 | -68.3865 | -73.557 | 86.7295 | -160.2865 |
Avg Daily Profit (%) | 0.1165 | 0.1518 | -0.0354 | -0.0688 | 0.0323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197890 | -100838 | -251108 | -163963 | -66814 | -190566 |
Profit Factor | 1.1643 | 1.5149 | 0.9146 | 0.8981 | 1.3034 | 0.6322 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Profitability (%) | 43.3243 | 43.4783 | 43.1694 | 43.3243 | 43.4783 | 43.1694 |
Ratio Avg Win / Avg Loss | 1.5231 | 1.9694 | 1.204 | 1.1748 | 1.6945 | 0.8323 |
Largest Winning Trade | 156902 | 156902 | 54053 | 79070 | 79070 | 27803 |
Largest Losing Trade | -61087 | -46973 | -61087 | -45111 | -45111 | -41669 |
Avg Bars in Trades | 62 | 29 | 94 | 62 | 29 | 94 |
Avg Bars in Winners | 102 | 42 | 163 | 102 | 42 | 163 |
Avg Bars in Losers | 31 | 20 | 42 | 31 | 20 | 42 |
Bars Traded | 22760 | 5491 | 17269 | 22760 | 5491 | 17269 |
Profit Streak | 23.2351 | 23.2351 | 28.4018 | 23.2351 | 23.2351 | 28.4018 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75874 | 302878 | -580824 | -578752 | -149834 | -582491 |
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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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