Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172000.4461 | 318538.3511 | -146537.905 | -95508.0753 | 183835.7134 | -279343.7887 |
Total P&L (%) | 172.0004 | 318.5384 | -146.5379 | -95.5081 | 183.8357 | -279.3438 |
Avg Daily Profit (%) | 0.0896 | 0.1659 | -0.0763 | -0.1615 | 0.0543 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284195 | -172459 | -263024 | -264452 | -79237 | -318505 |
Profit Factor | 1.0883 | 1.3103 | 0.8411 | 0.8858 | 1.609 | 0.4772 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 206 | 107 | 99 | 206 | 107 | 99 |
Losing Trades | 198 | 95 | 103 | 198 | 95 | 103 |
Profitability (%) | 50.9901 | 52.9703 | 49.0099 | 50.9901 | 52.9703 | 49.0099 |
Ratio Avg Win / Avg Loss | 1.046 | 1.1634 | 0.8751 | 0.8514 | 1.4285 | 0.4965 |
Largest Winning Trade | 123451 | 123451 | 33629 | 60400 | 60400 | 27499 |
Largest Losing Trade | -57241 | -55042 | -57241 | -152138 | -52638 | -152138 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 29 | 43 | 17 | 29 | 43 | 17 |
Bars Traded | 11388 | 7144 | 4244 | 11388 | 7144 | 4244 |
Profit Streak | 8.9184 | 15.9184 | 8.9184 | 8.9184 | 15.9184 | 8.9184 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192693 | 354511 | -579266 | -576667 | -116035 | -579266 |
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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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