Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256069.2619 | 362992.0223 | -106922.7604 | -97562.0193 | 26006.8396 | -123568.8589 |
Total P&L (%) | 256.0693 | 362.992 | -106.9228 | -97.562 | 26.0068 | -123.5689 |
Avg Daily Profit (%) | 0.106 | 0.1502 | -0.0443 | -0.1536 | 0.0096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282363 | -80709 | -355381 | -150382 | -57092 | -164435 |
Profit Factor | 1.1767 | 1.5286 | 0.8598 | 0.7452 | 1.1964 | 0.5068 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 48.8038 | 48.0769 | 49.5238 | 48.8038 | 48.0769 | 49.5238 |
Ratio Avg Win / Avg Loss | 1.2343 | 1.6508 | 0.8764 | 0.7818 | 1.2921 | 0.5165 |
Largest Winning Trade | 314838 | 314838 | 52365 | 43957 | 43957 | 22858 |
Largest Losing Trade | -81053 | -40473 | -81053 | -56761 | -25214 | -56761 |
Avg Bars in Trades | 68 | 77 | 59 | 68 | 77 | 59 |
Avg Bars in Winners | 76 | 88 | 64 | 76 | 88 | 64 |
Avg Bars in Losers | 61 | 67 | 55 | 61 | 67 | 55 |
Bars Traded | 14319 | 8040 | 6279 | 14319 | 8040 | 6279 |
Profit Streak | 34.2466 | 34.2466 | 40.7466 | 34.2466 | 34.2466 | 40.7466 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75645 | 334948 | -580250 | -578704 | -188472 | -580250 |
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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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