Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175636.8903 | 294708.333 | -119071.4427 | -94552.7784 | 46963.8762 | -141516.6545 |
Total P&L (%) | 175.6369 | 294.7083 | -119.0714 | -94.5528 | 46.9639 | -141.5167 |
Avg Daily Profit (%) | 0.0933 | 0.1566 | -0.0633 | -0.1545 | 0.0205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245600 | -143759 | -162916 | -139096 | -87168 | -122672 |
Profit Factor | 1.0854 | 1.2859 | 0.884 | 0.9073 | 1.0939 | 0.7276 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Losing Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Profitability (%) | 44.8339 | 45.0185 | 44.6494 | 44.8339 | 45.0185 | 44.6494 |
Ratio Avg Win / Avg Loss | 1.3355 | 1.5705 | 1.0959 | 1.1164 | 1.3359 | 0.902 |
Largest Winning Trade | 64848 | 64848 | 47931 | 46357 | 46357 | 22353 |
Largest Losing Trade | -75286 | -29803 | -75286 | -59913 | -34211 | -59913 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 22288 | 11866 | 10422 | 22288 | 11866 | 10422 |
Profit Streak | 17.4827 | 20.3994 | 17.4827 | 17.4827 | 20.3994 | 17.4827 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192696 | 315110 | -579762 | -576811 | -284022 | -581428 |
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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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