Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220603.5844 | 288307.8789 | -67704.2945 | -111401.42 | 148206.4355 | -259607.8555 |
Total P&L (%) | 220.6036 | 288.3079 | -67.7043 | -111.4014 | 148.2064 | -259.6079 |
Avg Daily Profit (%) | 0.1182 | 0.1545 | -0.0363 | 0 | 0.0487 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -333560 | -134591 | -259001 | -361275 | -31144 | -365085 |
Profit Factor | 1.1446 | 1.392 | 0.9143 | 0.8071 | 2.4613 | 0.4547 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 152 | 74 | 78 | 113 | 62 | 51 |
Losing Trades | 109 | 57 | 52 | 148 | 69 | 79 |
Profitability (%) | 58.2375 | 56.4886 | 60 | 43.295 | 47.3282 | 39.2308 |
Ratio Avg Win / Avg Loss | 0.8208 | 1.0722 | 0.6095 | 1.0571 | 2.7392 | 0.7043 |
Largest Winning Trade | 95145 | 95145 | 43545 | 40030 | 39148 | 40030 |
Largest Losing Trade | -125684 | -32725 | -125684 | -361275 | -6167 | -361275 |
Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Winners | 36 | 39 | 33 | 49 | 53 | 44 |
Avg Bars in Losers | 49 | 54 | 43 | 35 | 39 | 32 |
Bars Traded | 10891 | 6033 | 4858 | 10891 | 6033 | 4858 |
Profit Streak | 0 | 0 | 0 | 38.347 | 79.6804 | 38.347 |
Trades During Streak | 0 | 0 | 0 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95853 | 306439 | -579690 | -578922 | -122937 | -584629 |
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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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