Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284802.6438 | 395336.7078 | -110534.064 | -76580.2129 | 74671.7876 | -151252.0005 |
Total P&L (%) | 284.8026 | 395.3367 | -110.5341 | -76.5802 | 74.6718 | -151.252 |
Avg Daily Profit (%) | 0.1518 | 0.2107 | -0.0589 | -0.0773 | 0.0297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199403 | -148991 | -215921 | -124585 | -42154 | -133808 |
Profit Factor | 1.2571 | 1.7886 | 0.8178 | 0.8157 | 1.4545 | 0.3979 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Profitability (%) | 48.6339 | 53.2609 | 43.956 | 48.6339 | 53.2609 | 43.956 |
Ratio Avg Win / Avg Loss | 1.3277 | 1.5696 | 1.0427 | 0.8615 | 1.2764 | 0.5074 |
Largest Winning Trade | 221767 | 221767 | 49654 | 76073 | 76073 | 15612 |
Largest Losing Trade | -40759 | -31263 | -40759 | -40413 | -28171 | -40413 |
Avg Bars in Trades | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Winners | 36 | 28 | 47 | 36 | 28 | 47 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5232 | 2222 | 3010 | 5232 | 2222 | 3010 |
Profit Streak | 82.4892 | 113.8226 | 0 | 82.4892 | 113.8226 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298547 | 434146 | -581772 | -579515 | -151190 | -583439 |
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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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