Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779130.6523 | 794798.7423 | -15668.09 | -133022.4665 | 379400.1856 | -512422.6521 |
Total P&L (%) | 779.1307 | 794.7987 | -15.6681 | -133.0225 | 379.4002 | -512.4227 |
Avg Daily Profit (%) | 0.331 | 0.3376 | -0.0067 | 0 | 0.0666 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234241 | -169402 | -144695 | -868987 | -580356 | -575979 |
Profit Factor | 2.058 | 3.1679 | 0.9576 | 0.9452 | 1.3452 | 0.6144 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 37 | 36 | 74 | 37 | 37 |
Losing Trades | 84 | 42 | 42 | 83 | 42 | 41 |
Profitability (%) | 46.4968 | 46.8354 | 46.1538 | 47.1338 | 46.8354 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.3681 | 3.596 | 1.1172 | 1.0602 | 1.5269 | 0.6808 |
Largest Winning Trade | 825849 | 825849 | 53263 | 690964 | 690964 | 175797 |
Largest Losing Trade | -112180 | -53936 | -112180 | -412935 | -238662 | -412935 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 58 | 42 | 73 | 47 | 41 | 53 |
Avg Bars in Losers | 30 | 37 | 22 | 39 | 38 | 39 |
Bars Traded | 6767 | 3157 | 3610 | 6767 | 3157 | 3610 |
Profit Streak | 40.3585 | 40.3585 | 41.0252 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486620 | -12372 | -614515 | -579403 | -130717 | -616233 |
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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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