Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590932.153 | 583274.0316 | 7658.1214 | -32790.9826 | -137124.7349 | 104333.7523 |
Total P&L (%) | 590.9322 | 583.274 | 7.6581 | -32.791 | -137.1247 | 104.3338 |
Avg Daily Profit (%) | 0.2362 | 0.2331 | 0.0031 | -0.0159 | 0 | 0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131703 | -153672 | -60878 | -411225 | -462836 | -82791 |
Profit Factor | 1.6529 | 1.8406 | 1.0363 | 0.9794 | 0.8948 | 1.3657 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 46.0733 | 38.9474 | 53.125 | 46.0733 | 38.9474 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9346 | 2.8853 | 0.9143 | 1.1463 | 1.4026 | 1.205 |
Largest Winning Trade | 579278 | 579278 | 24124 | 337687 | 337687 | 67400 |
Largest Losing Trade | -36941 | -36941 | -21858 | -127318 | -127318 | -35991 |
Avg Bars in Trades | 50 | 92 | 9 | 50 | 92 | 9 |
Avg Bars in Winners | 62 | 134 | 9 | 62 | 134 | 9 |
Avg Bars in Losers | 41 | 65 | 10 | 41 | 65 | 10 |
Bars Traded | 9735 | 8778 | 957 | 9735 | 8778 | 957 |
Profit Streak | 99.4668 | 99.4668 | 118.7168 | 99.4668 | 99.4668 | 118.7168 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443061 | 279894 | -535083 | -578281 | -583150 | -152494 |
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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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