Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581655.0993 | 590058.8026 | -8403.7033 | -90816.4912 | 45745.8059 | -136562.2971 |
Total P&L (%) | 581.6551 | 590.0588 | -8.4037 | -90.8165 | 45.7458 | -136.5623 |
Avg Daily Profit (%) | 0.3003 | 0.3046 | -0.0043 | -0.1232 | 0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197566 | -149721 | -157084 | -129349 | -32350 | -133083 |
Profit Factor | 1.6034 | 2.0554 | 0.9792 | 0.6534 | 1.5302 | 0.2228 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 40.8163 | 35.1351 | 46.5753 | 40.8163 | 35.1351 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.3249 | 3.7947 | 1.1233 | 0.9474 | 2.825 | 0.2556 |
Largest Winning Trade | 500164 | 500164 | 37402 | 57960 | 57960 | 15289 |
Largest Losing Trade | -95414 | -39123 | -95414 | -68140 | -27275 | -68140 |
Avg Bars in Trades | 50 | 63 | 37 | 50 | 63 | 37 |
Avg Bars in Winners | 64 | 83 | 49 | 64 | 83 | 49 |
Avg Bars in Losers | 41 | 52 | 27 | 41 | 52 | 27 |
Bars Traded | 7427 | 4687 | 2740 | 7427 | 4687 | 2740 |
Profit Streak | 34.2956 | 36.5456 | 0 | 34.2956 | 36.5456 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334403 | -56409 | -652401 | -583418 | -235232 | -654067 |
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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) |
---|