Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849428.804 | 781189.6466 | 68239.1574 | -171572.3417 | 59581.0256 | -231153.3673 |
Total P&L (%) | 849.4288 | 781.1896 | 68.2392 | -171.5723 | 59.581 | -231.1534 |
Avg Daily Profit (%) | 0.3681 | 0.3385 | 0.0296 | 0 | 0.0203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114425 | -97797 | -244809 | -373509 | -106686 | -316299 |
Profit Factor | 1.7825 | 2.4927 | 1.1214 | 0.7818 | 1.1921 | 0.5146 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 68 | 30 | 38 | 87 | 50 | 37 |
Losing Trades | 95 | 52 | 43 | 76 | 32 | 44 |
Profitability (%) | 41.7178 | 36.5854 | 46.9136 | 53.3742 | 60.9756 | 45.679 |
Ratio Avg Win / Avg Loss | 2.4902 | 4.3207 | 1.2689 | 0.6829 | 0.763 | 0.6119 |
Largest Winning Trade | 359200 | 359200 | 58580 | 60552 | 60552 | 49254 |
Largest Losing Trade | -103325 | -56685 | -103325 | -115542 | -82817 | -115542 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 81 | 85 | 77 | 45 | 54 | 33 |
Avg Bars in Losers | 36 | 46 | 23 | 65 | 71 | 61 |
Bars Traded | 8950 | 4998 | 3952 | 8950 | 4998 | 3952 |
Profit Streak | 0 | 0 | 0 | 63.0447 | 63.0447 | 91.7947 |
Trades During Streak | 0 | 0 | 0 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377562 | 154716 | -253674 | -577793 | -178534 | -592887 |
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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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