Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811304.6035 | 843251.1417 | -31946.5382 | -77563.8785 | 186507.8939 | -264071.7725 |
Total P&L (%) | 811.3046 | 843.2511 | -31.9465 | -77.5639 | 186.5079 | -264.0718 |
Avg Daily Profit (%) | 0.438 | 0.4552 | -0.0172 | -0.0807 | 0.0568 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258831 | -245297 | -62935 | -1048064 | -793833 | -319785 |
Profit Factor | 1.9489 | 2.395 | 0.8725 | 0.9608 | 1.1276 | 0.4919 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 44.7674 | 38.3721 | 51.1628 | 44.7674 | 38.3721 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.4045 | 3.8466 | 0.8328 | 1.1855 | 1.8111 | 0.4696 |
Largest Winning Trade | 989526 | 989526 | 35914 | 966442 | 966442 | 55117 |
Largest Losing Trade | -50320 | -50320 | -22546 | -460247 | -460247 | -91249 |
Avg Bars in Trades | 31 | 50 | 11 | 31 | 50 | 11 |
Avg Bars in Winners | 41 | 80 | 12 | 41 | 80 | 12 |
Avg Bars in Losers | 23 | 32 | 11 | 23 | 32 | 11 |
Bars Traded | 5391 | 4371 | 1020 | 5391 | 4371 | 1020 |
Profit Streak | 82.2015 | 99.8682 | 0 | 82.2015 | 99.8682 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475108 | 407950 | -580673 | -579687 | -199477 | -580673 |
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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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