Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388904.329 | 408038.6407 | -19134.3117 | -46825.8476 | 392127.2209 | -438953.0686 |
Total P&L (%) | 388.9043 | 408.0386 | -19.1343 | -46.8258 | 392.1272 | -438.9531 |
Avg Daily Profit (%) | 0.1556 | 0.1632 | -0.0077 | -0.0253 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237496 | -174743 | -155857 | -613296 | -190937 | -529276 |
Profit Factor | 1.3899 | 1.7901 | 0.9602 | 0.9709 | 1.6275 | 0.553 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8889 | 3.0537 | 1.0475 | 1.3194 | 2.7763 | 0.6033 |
Largest Winning Trade | 324441 | 324441 | 61560 | 198084 | 198084 | 143451 |
Largest Losing Trade | -53440 | -46506 | -53440 | -339653 | -60851 | -339653 |
Avg Bars in Trades | 78 | 63 | 93 | 78 | 63 | 93 |
Avg Bars in Winners | 124 | 95 | 146 | 124 | 95 | 146 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 14426 | 5803 | 8623 | 14426 | 5803 | 8623 |
Profit Streak | 54.3457 | 63.0124 | 54.3457 | 54.3457 | 63.0124 | 54.3457 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302260 | 226621 | -579702 | -579701 | -109097 | -581369 |
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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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