Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227049.9982 | 303601.0609 | -76551.0627 | -102140.7615 | 39616.1752 | -141756.9367 |
Total P&L (%) | 227.05 | 303.6011 | -76.5511 | -102.1408 | 39.6162 | -141.7569 |
Avg Daily Profit (%) | 0.1198 | 0.1602 | -0.0404 | 0 | 0.0176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192543 | -107391 | -181099 | -93195 | -43349 | -116024 |
Profit Factor | 1.1316 | 1.3605 | 0.9134 | 0.604 | 1.5115 | 0.2145 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 203 | 98 | 105 | 175 | 96 | 79 |
Losing Trades | 182 | 94 | 88 | 210 | 96 | 114 |
Profitability (%) | 52.7273 | 51.0417 | 54.4041 | 45.4545 | 50 | 40.9326 |
Ratio Avg Win / Avg Loss | 1.0145 | 1.305 | 0.7655 | 0.7248 | 1.5115 | 0.3095 |
Largest Winning Trade | 139457 | 139457 | 41555 | 39187 | 39187 | 4755 |
Largest Losing Trade | -103314 | -40584 | -103314 | -69518 | -26715 | -69518 |
Avg Bars in Trades | 19 | 15 | 23 | 19 | 15 | 23 |
Avg Bars in Winners | 21 | 14 | 27 | 17 | 16 | 17 |
Avg Bars in Losers | 17 | 16 | 18 | 21 | 15 | 26 |
Bars Traded | 7475 | 3007 | 4468 | 7475 | 3007 | 4468 |
Profit Streak | 0 | 0 | 0 | 17.4325 | 30.9325 | 17.4325 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106215 | 309493 | -579474 | -579188 | -167364 | -582725 |
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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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