Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243578.6147 | 335686.2459 | -92107.6312 | -143389.4865 | 64187.0547 | -207576.5412 |
Total P&L (%) | 243.5786 | 335.6862 | -92.1076 | -143.3895 | 64.1871 | -207.5765 |
Avg Daily Profit (%) | 0.1274 | 0.1756 | -0.0482 | 0 | 0.0259 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270829 | -156757 | -259916 | -590750 | -433392 | -252283 |
Profit Factor | 1.1599 | 1.5221 | 0.8954 | 0.9379 | 1.0578 | 0.8268 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 136 | 65 | 71 | 129 | 65 | 64 |
Losing Trades | 118 | 62 | 56 | 125 | 62 | 63 |
Profitability (%) | 53.5433 | 51.1811 | 55.9055 | 50.7874 | 51.1811 | 50.3937 |
Ratio Avg Win / Avg Loss | 1.0064 | 1.4519 | 0.7062 | 0.9088 | 1.009 | 0.8139 |
Largest Winning Trade | 85943 | 85943 | 41312 | 100515 | 99973 | 100515 |
Largest Losing Trade | -156752 | -40193 | -156752 | -163954 | -163954 | -85935 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3547 | 1776 | 1771 | 3547 | 1776 | 1771 |
Profit Streak | 0 | 0 | 0 | 18.6509 | 18.6509 | 25.6509 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65455 | 326435 | -579951 | -578003 | -314734 | -580123 |
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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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