Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235959.0687 | 260169.7249 | -24210.6562 | -100002.6324 | 59239.71 | -159242.3424 |
Total P&L (%) | 235.9591 | 260.1697 | -24.2107 | -100.0026 | 59.2397 | -159.2423 |
Avg Daily Profit (%) | 0.1478 | 0.163 | -0.0152 | 0 | 0.0291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250078 | -169119 | -191471 | -139446 | -2 | -139446 |
Profit Factor | 1.1768 | 1.3784 | 0.9626 | 0.419 | 6021.8413 | 0.0748 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 137 | 67 | 70 | 112 | 59 | 53 |
Losing Trades | 111 | 57 | 54 | 136 | 65 | 71 |
Profitability (%) | 55.2419 | 54.0323 | 56.4516 | 45.1613 | 47.5806 | 42.7419 |
Ratio Avg Win / Avg Loss | 0.9535 | 1.1727 | 0.7426 | 0.5088 | 6634.232 | 0.1002 |
Largest Winning Trade | 141589 | 141589 | 37664 | 41045 | 41045 | 12862 |
Largest Losing Trade | -100003 | -45212 | -100003 | -139445 | -1 | -139445 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 23 | 14 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 19 | 17 |
Bars Traded | 4584 | 2608 | 1976 | 4584 | 2608 | 1976 |
Profit Streak | 25.786 | 49.1193 | 25.786 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19718 | 359762 | -579346 | -581084 | -146740 | -583547 |
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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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