Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212810.5951 | 378308.7851 | -165498.19 | -98540.3219 | -12483.6696 | -86056.6523 |
Total P&L (%) | 212.8106 | 378.3088 | -165.4982 | -98.5403 | -12.4837 | -86.0567 |
Avg Daily Profit (%) | 0.092 | 0.1635 | -0.0715 | -0.1825 | -0.0058 | -0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150022 | -93519 | -376485 | -158776 | -52689 | -145918 |
Profit Factor | 1.1273 | 1.5682 | 0.8356 | 0.7465 | 0.9202 | 0.6296 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Profitability (%) | 44.4043 | 46.0432 | 42.7536 | 44.4043 | 46.0432 | 42.7536 |
Ratio Avg Win / Avg Loss | 1.4114 | 1.8378 | 1.1188 | 0.9347 | 1.0784 | 0.8431 |
Largest Winning Trade | 95764 | 95764 | 67184 | 42784 | 27472 | 42784 |
Largest Losing Trade | -93718 | -40397 | -93718 | -39357 | -28464 | -39357 |
Avg Bars in Trades | 31 | 14 | 49 | 31 | 14 | 49 |
Avg Bars in Winners | 41 | 14 | 70 | 41 | 14 | 70 |
Avg Bars in Losers | 24 | 15 | 33 | 24 | 15 | 33 |
Bars Traded | 8853 | 2061 | 6792 | 8853 | 2061 | 6792 |
Profit Streak | 18.4947 | 69.2447 | 0 | 18.4947 | 69.2447 | 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 | -150910 | 333160 | -582117 | -580942 | -579999 | -583784 |
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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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