Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148791.57 | 280477.2823 | -131685.7123 | -99417.2712 | -25885.8019 | -73531.4692 |
Total P&L (%) | 148.7916 | 280.4773 | -131.6857 | -99.4173 | -25.8858 | -73.5315 |
Avg Daily Profit (%) | 0.08 | 0.1508 | -0.0708 | -0.2762 | -0.0161 | -0.0714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264771 | -215649 | -237357 | -100456 | -52339 | -89481 |
Profit Factor | 1.0907 | 1.3738 | 0.852 | 0.6862 | 0.7951 | 0.6139 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 52.6854 | 50 | 55.3846 | 52.6854 | 50 | 55.3846 |
Ratio Avg Win / Avg Loss | 0.9795 | 1.3738 | 0.6863 | 0.6162 | 0.7951 | 0.4945 |
Largest Winning Trade | 279567 | 279567 | 65488 | 12658 | 12658 | 10336 |
Largest Losing Trade | -92072 | -56422 | -92072 | -62066 | -23501 | -62066 |
Avg Bars in Trades | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Winners | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 10939 | 5575 | 5364 | 10939 | 5575 | 5364 |
Profit Streak | 0 | 0 | 37.5821 | 0 | 0 | 37.5821 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205890 | 305405 | -578347 | -578108 | -580029 | -578347 |
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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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