Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282108.0501 | 333570.767 | -51462.717 | -84372.932 | 277203.9793 | -361576.9113 |
Total P&L (%) | 282.1081 | 333.5708 | -51.4627 | -84.3729 | 277.204 | -361.5769 |
Avg Daily Profit (%) | 0.1516 | 0.1792 | -0.0277 | -0.0997 | 0.0714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209879 | -119887 | -225788 | -512849 | -263081 | -399470 |
Profit Factor | 1.1595 | 1.4223 | 0.9474 | 0.9678 | 1.2485 | 0.7603 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Losing Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Profitability (%) | 53.0351 | 54.1401 | 51.9231 | 53.0351 | 54.1401 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.0268 | 1.2048 | 0.8773 | 0.8571 | 1.0575 | 0.704 |
Largest Winning Trade | 73386 | 73386 | 51545 | 148202 | 148202 | 129414 |
Largest Losing Trade | -75608 | -40189 | -75608 | -222001 | -102912 | -222001 |
Avg Bars in Trades | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Winners | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 5420 | 2139 | 3282 | 5420 | 2139 | 3282 |
Profit Streak | 0 | 0 | 19.0359 | 0 | 0 | 19.0359 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35581 | 336836 | -578923 | -578469 | -96803 | -578923 |
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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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