Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839379.3727 | 867238.448 | -27859.0753 | -68368.0105 | 16686.6923 | -85054.7028 |
Total P&L (%) | 839.3794 | 867.2384 | -27.8591 | -68.368 | 16.6867 | -85.0547 |
Avg Daily Profit (%) | 0.4514 | 0.4663 | -0.015 | -0.0619 | 0.0083 | -0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223775 | -230001 | -62153 | -843124 | -811788 | -228109 |
Profit Factor | 1.8388 | 2.2431 | 0.9081 | 0.973 | 1.0095 | 0.8912 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 90 | 30 | 60 | 90 | 30 | 60 |
Losing Trades | 177 | 103 | 74 | 177 | 103 | 74 |
Profitability (%) | 33.7079 | 22.5564 | 44.7761 | 33.7079 | 22.5564 | 44.7761 |
Ratio Avg Win / Avg Loss | 3.6164 | 7.7014 | 1.1199 | 1.9136 | 3.466 | 1.0992 |
Largest Winning Trade | 1015078 | 1015078 | 31114 | 708444 | 708444 | 119527 |
Largest Losing Trade | -25522 | -21356 | -25522 | -155307 | -155307 | -147023 |
Avg Bars in Trades | 40 | 74 | 7 | 40 | 74 | 7 |
Avg Bars in Winners | 76 | 207 | 10 | 76 | 207 | 10 |
Avg Bars in Losers | 22 | 35 | 5 | 22 | 35 | 5 |
Bars Traded | 10894 | 9905 | 989 | 10894 | 9905 | 989 |
Profit Streak | 13.054 | 0 | 14.3873 | 13.054 | 0 | 14.3873 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336394 | -26202 | -580471 | -582331 | -440561 | -580471 |
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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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