Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382802.3068 | 410682.406 | -27880.0992 | -78430.9848 | -24759.9597 | -53671.025 |
Total P&L (%) | 382.8023 | 410.6824 | -27.8801 | -78.431 | -24.76 | -53.671 |
Avg Daily Profit (%) | 0.1838 | 0.1972 | -0.0134 | -0.0736 | -0.0137 | -0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258063 | -238438 | -123152 | -487682 | -491439 | -186315 |
Profit Factor | 1.3295 | 1.5755 | 0.9378 | 0.9372 | 0.9693 | 0.8785 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3295 | 1.7505 | 0.844 | 0.9372 | 1.077 | 0.7907 |
Largest Winning Trade | 265860 | 265860 | 25501 | 226886 | 226886 | 83361 |
Largest Losing Trade | -59843 | -59843 | -49392 | -154216 | -152438 | -154216 |
Avg Bars in Trades | 129 | 166 | 93 | 129 | 166 | 93 |
Avg Bars in Winners | 101 | 114 | 89 | 101 | 114 | 89 |
Avg Bars in Losers | 158 | 212 | 98 | 158 | 212 | 98 |
Bars Traded | 24681 | 15778 | 8903 | 24681 | 15778 | 8903 |
Profit Streak | 43.1183 | 43.1183 | 59.8683 | 43.1183 | 43.1183 | 59.8683 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370200 | 364996 | -579343 | -578241 | -579448 | -579343 |
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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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