Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575789.0132 | 581711.2187 | -5922.2056 | -70755.2234 | 126173.7532 | -196928.9766 |
Total P&L (%) | 575.789 | 581.7112 | -5.9222 | -70.7552 | 126.1738 | -196.929 |
Avg Daily Profit (%) | 0.3612 | 0.3649 | -0.0037 | -0.0771 | 0.0512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246322 | -187786 | -179977 | -428474 | -218809 | -224076 |
Profit Factor | 1.551 | 2.0659 | 0.9881 | 0.9196 | 1.3415 | 0.614 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 106 | 61 | 45 | 106 | 61 | 45 |
Profitability (%) | 38.3721 | 29.0698 | 47.6744 | 38.3721 | 29.0698 | 47.6744 |
Ratio Avg Win / Avg Loss | 2.4911 | 5.0408 | 1.0845 | 1.4769 | 3.2732 | 0.6739 |
Largest Winning Trade | 451381 | 451381 | 52116 | 356611 | 356611 | 63222 |
Largest Losing Trade | -73326 | -41006 | -73326 | -107828 | -67627 | -107828 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 9411 | 4356 | 5055 | 9411 | 4356 | 5055 |
Profit Streak | 38.381 | 38.381 | 46.881 | 38.381 | 38.381 | 46.881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342429 | 61864 | -579780 | -581743 | -134736 | -581447 |
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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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