Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777070.3724 | 779995.4181 | -2925.0457 | -40699.3695 | 23467.6099 | -64166.9794 |
Total P&L (%) | 777.0704 | 779.9954 | -2.925 | -40.6994 | 23.4676 | -64.167 |
Avg Daily Profit (%) | 0.4874 | 0.4893 | -0.0018 | -0.0328 | 0.0132 | -0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324433 | -273504 | -89529 | -548178 | -463090 | -138695 |
Profit Factor | 2.1635 | 2.7135 | 0.9862 | 0.9499 | 1.0403 | 0.7209 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 49 | 16 | 33 | 49 | 16 | 33 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 36.0294 | 23.5294 | 48.5294 | 36.0294 | 23.5294 | 48.5294 |
Ratio Avg Win / Avg Loss | 3.8414 | 8.819 | 1.046 | 1.6865 | 3.381 | 0.7646 |
Largest Winning Trade | 615881 | 615881 | 19137 | 478725 | 478725 | 24759 |
Largest Losing Trade | -31497 | -31497 | -25597 | -102306 | -101778 | -102306 |
Avg Bars in Trades | 45 | 83 | 6 | 45 | 83 | 6 |
Avg Bars in Winners | 75 | 214 | 7 | 75 | 214 | 7 |
Avg Bars in Losers | 27 | 42 | 5 | 27 | 42 | 5 |
Bars Traded | 6122 | 5667 | 455 | 6122 | 5667 | 455 |
Profit Streak | 163.8382 | 163.8382 | 169.0882 | 163.8382 | 163.8382 | 169.0882 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393112 | -129100 | -687895 | -581690 | -499627 | -689562 |
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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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