Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327352.3329 | 374947.8567 | -47595.5238 | -59449.8358 | -6981.003 | -52468.8328 |
Total P&L (%) | 327.3523 | 374.9479 | -47.5955 | -59.4498 | -6.981 | -52.4688 |
Avg Daily Profit (%) | 0.1708 | 0.1956 | -0.0248 | -0.0471 | -0.0038 | -0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195581 | -77861 | -269049 | -230917 | -68667 | -193281 |
Profit Factor | 1.3058 | 2.0333 | 0.9327 | 0.9311 | 0.979 | 0.9012 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 78 | 35 | 43 | 76 | 33 | 43 |
Losing Trades | 41 | 24 | 17 | 43 | 26 | 17 |
Profitability (%) | 65.5462 | 59.322 | 71.6667 | 63.8655 | 55.9322 | 71.6667 |
Ratio Avg Win / Avg Loss | 0.6864 | 1.3943 | 0.3688 | 0.5268 | 0.7713 | 0.3563 |
Largest Winning Trade | 153557 | 153557 | 46204 | 44785 | 44785 | 40632 |
Largest Losing Trade | -171109 | -40778 | -171109 | -128166 | -41146 | -128166 |
Avg Bars in Trades | 62 | 58 | 67 | 62 | 58 | 67 |
Avg Bars in Winners | 53 | 47 | 58 | 54 | 47 | 59 |
Avg Bars in Losers | 81 | 74 | 91 | 77 | 71 | 87 |
Bars Traded | 7489 | 3441 | 4048 | 7489 | 3441 | 4048 |
Profit Streak | 47.9396 | 47.9396 | 65.4396 | 47.9396 | 47.9396 | 65.4396 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344608 | -164574 | -746178 | -577247 | -756128 | -746178 |
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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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