Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567994.9094 | 569666.3562 | -1671.4468 | -50605.0031 | -7821.6092 | -42783.3939 |
Total P&L (%) | 567.9949 | 569.6664 | -1.6714 | -50.605 | -7.8216 | -42.7834 |
Avg Daily Profit (%) | 0.2414 | 0.2421 | -0.0007 | -0.03 | -0.0035 | -0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194502 | -106399 | -194904 | -183230 | -182105 | -200322 |
Profit Factor | 1.4625 | 1.9117 | 0.9972 | 0.9591 | 0.9879 | 0.9278 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 130 | 72 | 58 | 130 | 72 | 58 |
Profitability (%) | 47.3684 | 41.9355 | 52.8455 | 47.3684 | 41.9355 | 52.8455 |
Ratio Avg Win / Avg Loss | 1.625 | 2.6469 | 0.8898 | 1.0657 | 1.3678 | 0.8278 |
Largest Winning Trade | 413474 | 413474 | 61090 | 187320 | 187320 | 57485 |
Largest Losing Trade | -70635 | -32391 | -70635 | -47359 | -47359 | -47177 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 6881 | 3001 | 3880 | 6881 | 3001 | 3880 |
Profit Streak | 0 | 0 | 12.6099 | 0 | 0 | 12.6099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400550 | 321983 | -580022 | -578564 | -582194 | -580022 |
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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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