Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127463.1373 | 184738.7992 | -57275.6619 | -70307.7796 | 74629.2464 | -144937.0261 |
Total P&L (%) | 127.4631 | 184.7388 | -57.2757 | -70.3078 | 74.6292 | -144.937 |
Avg Daily Profit (%) | 0.1045 | 0.1515 | -0.047 | -0.0995 | 0.0457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232736 | -110187 | -211889 | -392799 | -220644 | -382068 |
Profit Factor | 1.0859 | 1.2594 | 0.9258 | 0.9594 | 1.0863 | 0.8327 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 211 | 99 | 112 | 211 | 99 | 112 |
Losing Trades | 186 | 100 | 86 | 186 | 100 | 86 |
Profitability (%) | 53.1486 | 49.7487 | 56.5657 | 53.1486 | 49.7487 | 56.5657 |
Ratio Avg Win / Avg Loss | 0.9572 | 1.2721 | 0.7109 | 0.8457 | 1.0973 | 0.6394 |
Largest Winning Trade | 71682 | 71682 | 24426 | 111381 | 111381 | 51520 |
Largest Losing Trade | -43804 | -24661 | -43804 | -152724 | -81228 | -152724 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3605 | 1807 | 1798 | 3605 | 1807 | 1798 |
Profit Streak | 9.3123 | 9.3123 | 12.3123 | 9.3123 | 9.3123 | 12.3123 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177282 | 301512 | -578549 | -576905 | -256080 | -578549 |
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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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