Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608412.048 | 715350.2032 | -106938.1552 | -94463.7407 | -61956.0202 | -32507.7205 |
Total P&L (%) | 608.412 | 715.3502 | -106.9382 | -94.4637 | -61.956 | -32.5077 |
Avg Daily Profit (%) | 0.2627 | 0.3089 | -0.0462 | -0.1249 | -0.0417 | -0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275177 | -195365 | -297977 | -88619 | -53119 | -48714 |
Profit Factor | 1.4082 | 1.8844 | 0.8431 | 0.6583 | 0.6567 | 0.6613 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 43.8776 | 40.8163 | 46.9388 | 43.8776 | 40.8163 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.8011 | 2.7323 | 0.9531 | 0.842 | 0.9522 | 0.7476 |
Largest Winning Trade | 457084 | 457084 | 38865 | 55376 | 55376 | 21933 |
Largest Losing Trade | -61558 | -56854 | -61558 | -36307 | -36307 | -13212 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 86 | 96 | 77 | 86 | 96 | 77 |
Avg Bars in Losers | 56 | 65 | 46 | 56 | 65 | 46 |
Bars Traded | 13633 | 7661 | 5972 | 13633 | 7661 | 5972 |
Profit Streak | 23.6988 | 36.6988 | 23.6988 | 23.6988 | 36.6988 | 23.6988 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363882 | 332107 | -581715 | -581099 | -584098 | -581715 |
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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) |
---|