Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572676.3448 | 554938.3065 | 17738.0383 | -21929.1274 | -191501.6732 | 169572.5458 |
Total P&L (%) | 572.6763 | 554.9383 | 17.738 | -21.9291 | -191.5017 | 169.5725 |
Avg Daily Profit (%) | 0.229 | 0.2219 | 0.0071 | -0.0099 | 0 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134789 | -124762 | -53279 | -486106 | -660425 | -80371 |
Profit Factor | 1.7898 | 1.9406 | 1.1313 | 0.9874 | 0.8735 | 1.7569 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 64 | 24 | 40 | 64 | 24 | 40 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 47.4074 | 35.8209 | 58.8235 | 47.4074 | 35.8209 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.9856 | 3.4769 | 0.7919 | 1.0954 | 1.5649 | 1.2298 |
Largest Winning Trade | 564675 | 564675 | 15206 | 453241 | 453241 | 49262 |
Largest Losing Trade | -37124 | -37124 | -16827 | -187307 | -187307 | -31488 |
Avg Bars in Trades | 54 | 104 | 4 | 54 | 104 | 4 |
Avg Bars in Winners | 53 | 135 | 4 | 53 | 135 | 4 |
Avg Bars in Losers | 55 | 87 | 5 | 55 | 87 | 5 |
Bars Traded | 7346 | 7021 | 325 | 7346 | 7021 | 325 |
Profit Streak | 95.7858 | 97.7858 | 95.7858 | 95.7858 | 97.7858 | 95.7858 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431576 | -110002 | -376690 | -578803 | -699912 | -244906 |
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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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