Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230996.2917 | 298740.1645 | -67743.8728 | -82280.8246 | 85329.6548 | -167610.4794 |
Total P&L (%) | 230.9963 | 298.7402 | -67.7439 | -82.2808 | 85.3297 | -167.6105 |
Avg Daily Profit (%) | 0.1169 | 0.1511 | -0.0343 | -0.0875 | 0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206315 | -182871 | -191026 | -304561 | -284585 | -325611 |
Profit Factor | 1.1369 | 1.3515 | 0.9191 | 0.9602 | 1.0793 | 0.8313 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 195 | 100 | 95 | 195 | 100 | 95 |
Losing Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Profitability (%) | 50.6494 | 51.8135 | 49.4792 | 50.6494 | 51.8135 | 49.4792 |
Ratio Avg Win / Avg Loss | 1.1078 | 1.2569 | 0.9384 | 0.9356 | 1.0038 | 0.8488 |
Largest Winning Trade | 141383 | 141383 | 72797 | 176264 | 176264 | 113603 |
Largest Losing Trade | -55235 | -34686 | -55235 | -90909 | -90909 | -78468 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 22 | 17 | 28 | 22 | 17 | 28 |
Avg Bars in Losers | 17 | 14 | 19 | 17 | 14 | 19 |
Bars Traded | 7751 | 3111 | 4640 | 7751 | 3111 | 4640 |
Profit Streak | 0 | 0 | 509.7301 | 0 | 0 | 509.7301 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104505 | 308523 | -579293 | -578403 | -283492 | -579293 |
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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) |
---|