Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519658.9946 | 528022.122 | -8363.1275 | -51849.8312 | -94714.2969 | 42864.4657 |
Total P&L (%) | 519.659 | 528.0221 | -8.3631 | -51.8498 | -94.7143 | 42.8645 |
Avg Daily Profit (%) | 0.2211 | 0.2246 | -0.0036 | -0.0311 | -0.125 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183883 | -158336 | -146163 | -263455 | -282138 | -47470 |
Profit Factor | 1.4378 | 1.6812 | 0.9797 | 0.9445 | 0.86 | 1.1666 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Profitability (%) | 42.4581 | 43.8202 | 41.1111 | 42.4581 | 43.8202 | 41.1111 |
Ratio Avg Win / Avg Loss | 1.9486 | 2.1554 | 1.4034 | 1.28 | 1.1026 | 1.671 |
Largest Winning Trade | 196348 | 196348 | 44857 | 104662 | 104662 | 46178 |
Largest Losing Trade | -67161 | -66959 | -67161 | -140027 | -140027 | -33815 |
Avg Bars in Trades | 74 | 115 | 33 | 74 | 115 | 33 |
Avg Bars in Winners | 88 | 129 | 44 | 88 | 129 | 44 |
Avg Bars in Losers | 64 | 104 | 26 | 64 | 104 | 26 |
Bars Traded | 13333 | 10281 | 3052 | 13333 | 10281 | 3052 |
Profit Streak | 64.9823 | 0 | 67.8156 | 64.9823 | 0 | 67.8156 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317449 | 313689 | -582323 | -580547 | -581830 | -213933 |
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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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