Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320263.6258 | 397673.8723 | -77410.2465 | -88906.4883 | 69630.2871 | -158536.7754 |
Total P&L (%) | 320.2636 | 397.6739 | -77.4102 | -88.9065 | 69.6303 | -158.5368 |
Avg Daily Profit (%) | 0.1329 | 0.165 | -0.0321 | -0.0912 | 0.0219 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219072 | -157608 | -236873 | -189897 | -97734 | -217950 |
Profit Factor | 1.2082 | 1.5141 | 0.8987 | 0.8759 | 1.2177 | 0.6 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 51.2821 | 46.3235 | 56.2044 | 51.2821 | 46.3235 | 56.2044 |
Ratio Avg Win / Avg Loss | 1.1478 | 1.7544 | 0.7003 | 0.8321 | 1.411 | 0.4676 |
Largest Winning Trade | 296069 | 296069 | 49923 | 63211 | 63211 | 42877 |
Largest Losing Trade | -43551 | -37581 | -43551 | -83733 | -39821 | -83733 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 4752 | 2370 | 2382 | 4752 | 2370 | 2382 |
Profit Streak | 9.9112 | 0 | 14.4112 | 9.9112 | 0 | 14.4112 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13561 | 305261 | -579294 | -578242 | -165355 | -579294 |
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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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