Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265342.0607 | 287813.7147 | -22471.6541 | -44912.194 | 17523.7718 | -62435.9657 |
Total P&L (%) | 265.3421 | 287.8137 | -22.4717 | -44.9122 | 17.5238 | -62.436 |
Avg Daily Profit (%) | 0.1418 | 0.1538 | -0.012 | -0.0319 | 0.0086 | -0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171039 | -150159 | -71741 | -611796 | -552879 | -257732 |
Profit Factor | 1.2394 | 1.4238 | 0.9477 | 0.9829 | 1.0105 | 0.935 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 53.0744 | 53.2468 | 52.9032 | 53.0744 | 53.2468 | 52.9032 |
Ratio Avg Win / Avg Loss | 1.0958 | 1.2501 | 0.8436 | 0.869 | 0.8873 | 0.8324 |
Largest Winning Trade | 216500 | 216500 | 17119 | 357178 | 357178 | 83399 |
Largest Losing Trade | -51564 | -51564 | -45762 | -170356 | -156118 | -170356 |
Avg Bars in Trades | 11 | 19 | 4 | 11 | 19 | 4 |
Avg Bars in Winners | 10 | 16 | 5 | 10 | 16 | 5 |
Avg Bars in Losers | 13 | 22 | 3 | 13 | 22 | 3 |
Bars Traded | 3707 | 2979 | 727 | 3707 | 2979 | 727 |
Profit Streak | 0 | 18.5249 | 0 | 0 | 18.5249 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1760 | 344821 | -579867 | -578485 | -398920 | -579867 |
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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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