Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265091.9486 | 270659.4011 | -5567.4526 | -129398.3751 | 55153.0359 | -184551.411 |
Total P&L (%) | 265.0919 | 270.6594 | -5.5675 | -129.3984 | 55.153 | -184.5514 |
Avg Daily Profit (%) | 0.166 | 0.1694 | -0.0035 | 0 | 0.0275 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229751 | -170761 | -150706 | -248868 | -46926 | -231103 |
Profit Factor | 1.1677 | 1.3542 | 0.9932 | 0.7945 | 1.2537 | 0.5523 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 183 | 89 | 94 | 153 | 80 | 73 |
Losing Trades | 150 | 77 | 73 | 180 | 86 | 94 |
Profitability (%) | 54.955 | 53.6145 | 56.2874 | 45.9459 | 48.1928 | 43.7126 |
Ratio Avg Win / Avg Loss | 0.9572 | 1.1716 | 0.7713 | 0.9347 | 1.3477 | 0.7112 |
Largest Winning Trade | 152294 | 152294 | 48101 | 43807 | 43807 | 25668 |
Largest Losing Trade | -120884 | -41088 | -120884 | -214569 | -21466 | -214569 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 13 | 14 | 12 | 14 | 18 | 10 |
Avg Bars in Losers | 14 | 18 | 10 | 13 | 15 | 12 |
Bars Traded | 4675 | 2744 | 1931 | 4675 | 2744 | 1931 |
Profit Streak | 27.4915 | 49.1582 | 27.4915 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26190 | 373888 | -578353 | -580335 | -157436 | -582626 |
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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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