Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390490.3409 | 393168.7098 | -2678.3689 | -52367.0699 | 35873.5692 | -88240.6391 |
Total P&L (%) | 390.4903 | 393.1687 | -2.6784 | -52.3671 | 35.8736 | -88.2406 |
Avg Daily Profit (%) | 0.1703 | 0.1715 | -0.0012 | -0.0323 | 0.0134 | -0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143603 | -165244 | -80293 | -299673 | -266070 | -149169 |
Profit Factor | 1.4449 | 1.8093 | 0.9932 | 0.9539 | 1.0562 | 0.8227 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 48.9899 | 50.5051 | 47.4747 | 48.9899 | 50.5051 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.5045 | 1.7731 | 1.0988 | 0.9932 | 1.0351 | 0.9103 |
Largest Winning Trade | 301990 | 301990 | 36400 | 170214 | 170214 | 48854 |
Largest Losing Trade | -59465 | -48262 | -59465 | -76274 | -68222 | -76274 |
Avg Bars in Trades | 44 | 52 | 37 | 44 | 52 | 37 |
Avg Bars in Winners | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Losers | 40 | 54 | 26 | 40 | 54 | 26 |
Bars Traded | 8829 | 5154 | 3675 | 8829 | 5154 | 3675 |
Profit Streak | 23.2464 | 23.2464 | 77.7464 | 23.2464 | 23.2464 | 77.7464 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416045 | 400716 | -579419 | -578668 | -335925 | -581086 |
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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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