Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408194.512 | 434443.0908 | -26248.5788 | -61516.6511 | -15060.1053 | -46456.5458 |
Total P&L (%) | 408.1945 | 434.4431 | -26.2486 | -61.5167 | -15.0601 | -46.4565 |
Avg Daily Profit (%) | 0.196 | 0.2086 | -0.0126 | -0.0458 | -0.0078 | -0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215241 | -193951 | -38149 | -717161 | -625977 | -99341 |
Profit Factor | 1.5416 | 1.6728 | 0.7569 | 0.9605 | 0.9889 | 0.7605 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Profitability (%) | 45.098 | 50 | 40.2597 | 45.098 | 50 | 40.2597 |
Ratio Avg Win / Avg Loss | 1.8767 | 1.6728 | 1.1231 | 1.1693 | 0.9889 | 1.1284 |
Largest Winning Trade | 325234 | 325234 | 9495 | 311329 | 311329 | 31701 |
Largest Losing Trade | -61296 | -61296 | -15426 | -379441 | -379441 | -46292 |
Avg Bars in Trades | 161 | 320 | 4 | 161 | 320 | 4 |
Avg Bars in Winners | 145 | 259 | 5 | 145 | 259 | 5 |
Avg Bars in Losers | 174 | 381 | 3 | 174 | 381 | 3 |
Bars Traded | 24706 | 24360 | 346 | 24706 | 24360 | 346 |
Profit Streak | 6.3766 | 0 | 42.2932 | 6.3766 | 0 | 42.2932 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354444 | -38594 | -624028 | -579524 | -630236 | -624028 |
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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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