Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270188.8201 | 346920.5982 | -76731.7781 | -71932.8243 | 258615.4901 | -330548.3144 |
Total P&L (%) | 270.1888 | 346.9206 | -76.7318 | -71.9328 | 258.6155 | -330.5483 |
Avg Daily Profit (%) | 0.141 | 0.181 | -0.04 | -0.0663 | 0.0667 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176758 | -137453 | -124314 | -771439 | -399527 | -477278 |
Profit Factor | 1.2011 | 1.5223 | 0.8871 | 0.9712 | 1.2302 | 0.7592 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Profitability (%) | 44.6735 | 44.1379 | 45.2055 | 44.6735 | 44.1379 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.4875 | 1.9266 | 1.0752 | 1.2028 | 1.557 | 0.9202 |
Largest Winning Trade | 258336 | 258336 | 65320 | 294911 | 294911 | 192858 |
Largest Losing Trade | -35367 | -28700 | -35367 | -281431 | -147608 | -281431 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 53 | 29 | 77 | 53 | 29 | 77 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 11207 | 4164 | 7043 | 11207 | 4164 | 7043 |
Profit Streak | 3.7714 | 18.7714 | 3.7714 | 3.7714 | 18.7714 | 3.7714 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5858 | 320604 | -581575 | -579633 | -104258 | -583241 |
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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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