Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127765.435 | 240154.2676 | -112388.8326 | -124141.5366 | -145367.9777 | 21226.441 |
Total P&L (%) | 127.7654 | 240.1543 | -112.3888 | -124.1415 | -145.368 | 21.2264 |
Avg Daily Profit (%) | 0.0905 | 0.1701 | -0.0796 | 0 | 0 | 0.0136 |
Buy And Hold Return (%) | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 |
Max Trade Drawdown | -208409 | -106587 | -217274 | -818242 | -693464 | -306962 |
Profit Factor | 1.1553 | 1.6842 | 0.7618 | 0.9425 | 0.8919 | 1.0261 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 168 | 88 | 80 | 164 | 86 | 78 |
Losing Trades | 45 | 18 | 27 | 49 | 20 | 29 |
Profitability (%) | 78.8732 | 83.0189 | 74.7664 | 76.9953 | 81.1321 | 72.8972 |
Ratio Avg Win / Avg Loss | 0.3094 | 0.3445 | 0.2571 | 0.2816 | 0.2074 | 0.3815 |
Largest Winning Trade | 39474 | 39474 | 15644 | 120611 | 120611 | 88865 |
Largest Losing Trade | -150581 | -68089 | -150581 | -376120 | -376120 | -221519 |
Avg Bars in Trades | 36 | 55 | 18 | 36 | 55 | 18 |
Avg Bars in Winners | 14 | 20 | 8 | 15 | 21 | 8 |
Avg Bars in Losers | 119 | 226 | 47 | 107 | 200 | 43 |
Bars Traded | 7845 | 5890 | 1955 | 7845 | 5890 | 1955 |
Profit Streak | 524.611 | 524.611 | 559.9444 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127094 | 338460 | -576322 | -576163 | -576773 | -530683 |
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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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