Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448635.3427 | 456178.8039 | -7543.4612 | -4508.0163 | 273173.9263 | -277681.9427 |
Total P&L (%) | 448.6353 | 456.1788 | -7.5435 | -4.508 | 273.1739 | -277.6819 |
Avg Daily Profit (%) | 0.24 | 0.244 | -0.004 | -0.0025 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166859 | -93201 | -104761 | -580682 | -315912 | -354124 |
Profit Factor | 1.5986 | 2.1913 | 0.9794 | 0.9971 | 1.3493 | 0.6416 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 39.1304 | 37.037 | 41.25 | 39.1304 | 37.037 | 41.25 |
Ratio Avg Win / Avg Loss | 2.4867 | 3.7251 | 1.3949 | 1.5511 | 2.2938 | 0.9138 |
Largest Winning Trade | 463767 | 463767 | 56927 | 547815 | 547815 | 79789 |
Largest Losing Trade | -33345 | -33345 | -30330 | -134498 | -134498 | -104965 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 75 | 57 | 92 | 75 | 57 | 92 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 7196 | 2960 | 4236 | 7196 | 2960 | 4236 |
Profit Streak | 6.6346 | 6.6346 | 20.3846 | 6.6346 | 6.6346 | 20.3846 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315438 | -4144 | -601418 | -580220 | -113655 | -603084 |
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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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