Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70946.3331 | 56388.4438 | 14557.8893 | -76389.7671 | 30389.4048 | -106779.1719 |
Total P&L (%) | 70.9463 | 56.3884 | 14.5579 | -76.3898 | 30.3894 | -106.7792 |
Avg Daily Profit (%) | 0.2724 | 0.2165 | 0.0559 | -0.5528 | 0.1019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111774 | -35557 | -111223 | -186521 | -42813 | -191941 |
Profit Factor | 1.1905 | 1.3655 | 1.0667 | 0.8369 | 1.1978 | 0.6606 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 267 | 129 | 138 | 267 | 129 | 138 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 80.6647 | 78.1818 | 83.1325 | 80.6647 | 78.1818 | 83.1325 |
Ratio Avg Win / Avg Loss | 0.2854 | 0.3811 | 0.2164 | 0.2006 | 0.3343 | 0.134 |
Largest Winning Trade | 8262 | 5844 | 8262 | 8056 | 7889 | 8056 |
Largest Losing Trade | -94150 | -26229 | -94150 | -143893 | -25377 | -143893 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 247 | 227 | 273 | 247 | 227 | 273 |
Bars Traded | 24586 | 12593 | 11994 | 24586 | 12593 | 11994 |
Profit Streak | 0.8573 | 9.4615 | 0.8573 | 0.8573 | 9.4615 | 0.8573 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2847 | 355247 | -290751 | -579220 | -60350 | -580489 |
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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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