Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565901.6388 | 560122.144 | 5779.4948 | -56026.5699 | 70992.2487 | -127018.8186 |
Total P&L (%) | 565.9016 | 560.1221 | 5.7795 | -56.0266 | 70.9922 | -127.0188 |
Avg Daily Profit (%) | 0.3521 | 0.3485 | 0.0036 | -0.0511 | 0.0334 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157889 | -126565 | -147093 | -200509 | -97972 | -176949 |
Profit Factor | 1.625 | 2.1933 | 1.0133 | 0.919 | 1.2412 | 0.6804 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 37.8788 | 28.7879 | 46.9697 | 37.8788 | 28.7879 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.665 | 5.4255 | 1.144 | 1.5072 | 3.0704 | 0.7682 |
Largest Winning Trade | 452182 | 452182 | 71157 | 177783 | 177783 | 80963 |
Largest Losing Trade | -63802 | -37125 | -63802 | -88810 | -35756 | -88810 |
Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 6337 | 2845 | 3492 | 6337 | 2845 | 3492 |
Profit Streak | 50.2138 | 50.2138 | 59.2138 | 50.2138 | 50.2138 | 59.2138 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340787 | -123533 | -684394 | -580948 | -284474 | -705436 |
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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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