Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169664.3995 | 237101.4906 | -67437.0911 | -72846.6183 | 172477.6851 | -245324.3034 |
Total P&L (%) | 169.6644 | 237.1015 | -67.4371 | -72.8466 | 172.4777 | -245.3243 |
Avg Daily Profit (%) | 0.1202 | 0.168 | -0.0478 | -0.0923 | 0.071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292332 | -145867 | -229456 | -271723 | -121795 | -334847 |
Profit Factor | 1.1339 | 1.4112 | 0.9023 | 0.9162 | 1.5033 | 0.5346 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Losing Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Profitability (%) | 50.7634 | 54.9618 | 46.5649 | 50.7634 | 54.9618 | 46.5649 |
Ratio Avg Win / Avg Loss | 1.0998 | 1.1564 | 1.0354 | 0.8887 | 1.2319 | 0.6135 |
Largest Winning Trade | 40129 | 40129 | 38166 | 77305 | 77305 | 43943 |
Largest Losing Trade | -63041 | -63041 | -53058 | -124102 | -56278 | -124102 |
Avg Bars in Trades | 63 | 79 | 47 | 63 | 79 | 47 |
Avg Bars in Winners | 72 | 84 | 57 | 72 | 84 | 57 |
Avg Bars in Losers | 55 | 74 | 38 | 55 | 74 | 38 |
Bars Traded | 16695 | 10457 | 6238 | 16695 | 10457 | 6238 |
Profit Streak | 465.7835 | 467.3669 | 0 | 465.7835 | 467.3669 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103661 | 328750 | -580653 | -578723 | -95726 | -582320 |
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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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