Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142944.1903 | 195210.803 | -52266.6127 | -52101.2551 | 92931.7059 | -145032.961 |
Total P&L (%) | 142.9442 | 195.2108 | -52.2666 | -52.1013 | 92.9317 | -145.033 |
Avg Daily Profit (%) | 0.117 | 0.1597 | -0.0428 | -0.0602 | 0.0538 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209250 | -159765 | -88546 | -473205 | -399665 | -256140 |
Profit Factor | 1.1441 | 1.3984 | 0.8959 | 0.9794 | 1.0771 | 0.8902 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Losing Trades | 197 | 97 | 100 | 197 | 97 | 100 |
Profitability (%) | 45.5801 | 46.4088 | 44.7514 | 45.5801 | 46.4088 | 44.7514 |
Ratio Avg Win / Avg Loss | 1.366 | 1.6148 | 1.106 | 1.1693 | 1.2437 | 1.099 |
Largest Winning Trade | 168929 | 168929 | 32357 | 250824 | 250824 | 101975 |
Largest Losing Trade | -19320 | -17045 | -19320 | -92800 | -65393 | -92800 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 14347 | 6268 | 8079 | 14347 | 6268 | 8079 |
Profit Streak | 2.9725 | 13.1391 | 2.9725 | 2.9725 | 13.1391 | 2.9725 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99441 | 312317 | -581934 | -579647 | -257255 | -581934 |
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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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