Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263458.2571 | 284436.104 | -20977.8469 | -70537.6172 | 142069.4425 | -212607.0597 |
Total P&L (%) | 263.4583 | 284.4361 | -20.9778 | -70.5376 | 142.0694 | -212.6071 |
Avg Daily Profit (%) | 0.148 | 0.1598 | -0.0118 | -0.0686 | 0.0497 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133298 | -132403 | -73109 | -785202 | -754910 | -406701 |
Profit Factor | 1.3327 | 1.5058 | 0.9086 | 0.9674 | 1.0953 | 0.6838 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Losing Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Profitability (%) | 72.4868 | 79.7872 | 65.2632 | 72.4868 | 79.7872 | 65.2632 |
Ratio Avg Win / Avg Loss | 0.5058 | 0.3815 | 0.4836 | 0.3672 | 0.2775 | 0.3639 |
Largest Winning Trade | 39384 | 39384 | 11112 | 124142 | 124142 | 40733 |
Largest Losing Trade | -79511 | -79511 | -60862 | -393208 | -393208 | -324213 |
Avg Bars in Trades | 110 | 208 | 14 | 110 | 208 | 14 |
Avg Bars in Winners | 41 | 70 | 7 | 41 | 70 | 7 |
Avg Bars in Losers | 292 | 752 | 27 | 292 | 752 | 27 |
Bars Traded | 20949 | 19583 | 1366 | 20949 | 19583 | 1366 |
Profit Streak | 25.4334 | 25.4334 | 75.85 | 25.4334 | 25.4334 | 75.85 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310100 | 425172 | -577075 | -575330 | -239076 | -577075 |
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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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