Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624812.5134 | 718514.7525 | -93702.2391 | -93009.4734 | -65762.5161 | -27246.9573 |
Total P&L (%) | 624.8125 | 718.5148 | -93.7022 | -93.0095 | -65.7625 | -27.247 |
Avg Daily Profit (%) | 0.2652 | 0.305 | -0.0398 | -0.1129 | -0.0455 | -0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312560 | -269767 | -124527 | -295985 | -270204 | -95326 |
Profit Factor | 1.6542 | 2.2587 | 0.7562 | 0.891 | 0.8769 | 0.9146 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 42.7673 | 36.7089 | 48.75 | 42.7673 | 36.7089 | 48.75 |
Ratio Avg Win / Avg Loss | 2.2137 | 3.8944 | 0.795 | 1.1923 | 1.5119 | 0.9615 |
Largest Winning Trade | 911302 | 911302 | 47711 | 119038 | 119038 | 87003 |
Largest Losing Trade | -65938 | -30702 | -65938 | -88072 | -88072 | -48142 |
Avg Bars in Trades | 41 | 63 | 19 | 41 | 63 | 19 |
Avg Bars in Winners | 56 | 97 | 25 | 56 | 97 | 25 |
Avg Bars in Losers | 30 | 43 | 13 | 30 | 43 | 13 |
Bars Traded | 6587 | 5033 | 1554 | 6587 | 5033 | 1554 |
Profit Streak | 90.3946 | 98.7279 | 90.3946 | 90.3946 | 98.7279 | 90.3946 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385499 | -18332 | -599885 | -580131 | -609567 | -599885 |
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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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