Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408647.0382 | 414730.6992 | -6083.661 | -68382.416 | -35913.2779 | -32469.1381 |
Total P&L (%) | 408.647 | 414.7307 | -6.0837 | -68.3824 | -35.9133 | -32.4691 |
Avg Daily Profit (%) | 0.1727 | 0.1752 | -0.0026 | -0.0486 | -0.0188 | -0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160160 | -126505 | -199386 | -134416 | -104271 | -141037 |
Profit Factor | 1.3767 | 1.8299 | 0.9896 | 0.8964 | 0.888 | 0.9043 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 48.9583 | 44.7917 | 53.125 | 48.9583 | 44.7917 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4353 | 2.2555 | 0.8732 | 0.9345 | 1.0945 | 0.7979 |
Largest Winning Trade | 288984 | 288984 | 62026 | 69331 | 69331 | 43055 |
Largest Losing Trade | -78013 | -28464 | -78013 | -52097 | -28026 | -52097 |
Avg Bars in Trades | 35 | 27 | 44 | 35 | 27 | 44 |
Avg Bars in Winners | 47 | 33 | 60 | 47 | 33 | 60 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 6889 | 2601 | 4288 | 6889 | 2601 | 4288 |
Profit Streak | 0 | 0 | 25.4844 | 0 | 0 | 25.4844 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307447 | 318085 | -580128 | -580177 | -581157 | -580128 |
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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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