Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148297.7491 | 162876.2159 | -14578.4668 | -17387.0002 | 9727.152 | -27114.1523 |
Total P&L (%) | 148.2977 | 162.8762 | -14.5785 | -17.387 | 9.7272 | -27.1142 |
Avg Daily Profit (%) | 0.2847 | 0.3127 | -0.028 | -0.0367 | 0.0178 | -0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126125 | -99410 | -83669 | -107152 | -80312 | -52357 |
Profit Factor | 1.1588 | 1.3526 | 0.9691 | 0.9724 | 1.0304 | 0.9124 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 216 | 106 | 110 | 216 | 106 | 110 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 54.5455 | 53.5354 | 55.5556 | 54.5455 | 53.5354 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.9657 | 1.174 | 0.7753 | 0.8103 | 0.8943 | 0.7299 |
Largest Winning Trade | 163168 | 163168 | 32004 | 64798 | 64798 | 33447 |
Largest Losing Trade | -33794 | -28648 | -33794 | -32510 | -19237 | -32510 |
Avg Bars in Trades | 62 | 65 | 59 | 62 | 65 | 59 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 72 | 76 | 67 | 72 | 76 | 67 |
Bars Traded | 24602 | 12875 | 11727 | 24602 | 12875 | 11727 |
Profit Streak | 6.7426 | 0 | 7.326 | 6.7426 | 0 | 7.326 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36372 | 336976 | -579464 | -578000 | -523153 | -579464 |
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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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