Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432543.6648 | 459172.3116 | -26628.6467 | -85416.4468 | -113151.2751 | 27734.8283 |
Total P&L (%) | 432.5437 | 459.1723 | -26.6286 | -85.4164 | -113.1513 | 27.7348 |
Avg Daily Profit (%) | 0.2467 | 0.2619 | -0.0152 | -0.1098 | 0 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278559 | -214342 | -91838 | -273647 | -299623 | -82286 |
Profit Factor | 1.4109 | 1.65 | 0.9231 | 0.9068 | 0.8252 | 1.1031 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 41.8182 | 34.1463 | 49.3976 | 41.8182 | 34.1463 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.963 | 3.1822 | 0.9456 | 1.2616 | 1.5914 | 1.13 |
Largest Winning Trade | 433364 | 433364 | 25996 | 195961 | 195961 | 38621 |
Largest Losing Trade | -61037 | -61037 | -46038 | -124624 | -124624 | -37485 |
Avg Bars in Trades | 20 | 37 | 4 | 20 | 37 | 4 |
Avg Bars in Winners | 28 | 62 | 5 | 28 | 62 | 5 |
Avg Bars in Losers | 15 | 24 | 4 | 15 | 24 | 4 |
Bars Traded | 3457 | 3061 | 396 | 3457 | 3061 | 396 |
Profit Streak | 11.477 | 0 | 17.977 | 11.477 | 0 | 17.977 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305497 | 23466 | -580501 | -580518 | -588623 | -284390 |
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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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