Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798287.2383 | 788399.9945 | 9887.2438 | 9934.2392 | 27071.8569 | -17137.6177 |
Total P&L (%) | 798.2872 | 788.4 | 9.8872 | 9.9342 | 27.0719 | -17.1376 |
Avg Daily Profit (%) | 0.3439 | 0.3397 | 0.0043 | 0.0041 | 0.0103 | -0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180836 | -164192 | -253147 | -481929 | -363024 | -172331 |
Profit Factor | 1.5994 | 2.1234 | 1.0157 | 1.0059 | 1.0289 | 0.9769 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 41.0112 | 38.2022 | 43.8202 | 41.0112 | 38.2022 | 43.8202 |
Ratio Avg Win / Avg Loss | 2.3006 | 3.4349 | 1.3022 | 1.4469 | 1.6643 | 1.2525 |
Largest Winning Trade | 459669 | 459669 | 44763 | 283295 | 283295 | 83541 |
Largest Losing Trade | -44046 | -44046 | -37948 | -124575 | -124575 | -90817 |
Avg Bars in Trades | 75 | 79 | 72 | 75 | 79 | 72 |
Avg Bars in Winners | 112 | 113 | 112 | 112 | 113 | 112 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 13493 | 7034 | 6459 | 13493 | 7034 | 6459 |
Profit Streak | 18.6064 | 0 | 26.6064 | 18.6064 | 0 | 26.6064 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370480 | 301161 | -558343 | -569171 | -374981 | -581289 |
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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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