Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375705.4557 | 329570.4393 | 46135.0164 | -48903.7398 | -3042.326 | -45861.4137 |
Total P&L (%) | 375.7055 | 329.5704 | 46.135 | -48.9037 | -3.0423 | -45.8614 |
Avg Daily Profit (%) | 0.1976 | 0.1733 | 0.0243 | -0.0353 | -0.0016 | -0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157116 | -154922 | -179272 | -135417 | -70189 | -118327 |
Profit Factor | 1.3067 | 1.5923 | 1.069 | 0.9108 | 0.9869 | 0.8546 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 49.2823 | 46.1538 | 52.381 | 49.2823 | 46.1538 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3447 | 1.8577 | 0.9718 | 0.9373 | 1.1514 | 0.7769 |
Largest Winning Trade | 214683 | 214683 | 44167 | 42641 | 42641 | 20176 |
Largest Losing Trade | -53642 | -53642 | -42699 | -47692 | -23797 | -47692 |
Avg Bars in Trades | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Winners | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Losers | 46 | 48 | 45 | 46 | 48 | 45 |
Bars Traded | 11330 | 5467 | 5863 | 11330 | 5467 | 5863 |
Profit Streak | 499.2961 | 513.7961 | 499.2961 | 499.2961 | 513.7961 | 499.2961 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342016 | 330682 | -307803 | -579002 | -580300 | -580159 |
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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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