Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330536.2918 | 354103.2713 | -23566.9795 | -72166.6842 | -57851.8192 | -14314.8651 |
Total P&L (%) | 330.5363 | 354.1033 | -23.567 | -72.1667 | -57.8518 | -14.3149 |
Avg Daily Profit (%) | 0.1756 | 0.1881 | -0.0125 | -0.0679 | -0.0459 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165543 | -101011 | -141885 | -625153 | -610605 | -343511 |
Profit Factor | 1.3343 | 1.7655 | 0.9552 | 0.9702 | 0.9558 | 0.9871 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 46.4052 | 40.7895 | 51.9481 | 46.4052 | 40.7895 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.541 | 2.5628 | 0.8836 | 1.1205 | 1.3874 | 0.9131 |
Largest Winning Trade | 300650 | 300650 | 35857 | 472453 | 472453 | 117887 |
Largest Losing Trade | -61145 | -36512 | -61145 | -216956 | -216956 | -129722 |
Avg Bars in Trades | 71 | 58 | 84 | 71 | 58 | 84 |
Avg Bars in Winners | 80 | 66 | 91 | 80 | 66 | 91 |
Avg Bars in Losers | 63 | 53 | 76 | 63 | 53 | 76 |
Bars Traded | 10940 | 4472 | 6468 | 10940 | 4472 | 6468 |
Profit Streak | 6.9779 | 0 | 43.9779 | 6.9779 | 0 | 43.9779 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320582 | -42172 | -621062 | -579023 | -632151 | -621062 |
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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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