Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398932.814 | 400356.8356 | -1424.0216 | 24094.2393 | 82258.4104 | -58164.1712 |
Total P&L (%) | 398.9328 | 400.3568 | -1.424 | 24.0942 | 82.2584 | -58.1642 |
Avg Daily Profit (%) | 0.1596 | 0.1602 | -0.0006 | 0.0086 | 0.024 | -0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110664 | -102049 | -136745 | -188759 | -172715 | -153933 |
Profit Factor | 1.3436 | 1.6553 | 0.9974 | 1.0166 | 1.1017 | 0.9099 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Profitability (%) | 43.299 | 45.3608 | 41.2371 | 43.299 | 45.3608 | 41.2371 |
Ratio Avg Win / Avg Loss | 1.7594 | 1.9939 | 1.4213 | 1.3312 | 1.327 | 1.2966 |
Largest Winning Trade | 130027 | 130027 | 42190 | 97275 | 97275 | 63645 |
Largest Losing Trade | -51012 | -51012 | -43844 | -89925 | -89925 | -43872 |
Avg Bars in Trades | 75 | 83 | 67 | 75 | 83 | 67 |
Avg Bars in Winners | 99 | 100 | 97 | 99 | 100 | 97 |
Avg Bars in Losers | 57 | 69 | 46 | 57 | 69 | 46 |
Bars Traded | 14623 | 8079 | 6544 | 14623 | 8079 | 6544 |
Profit Streak | 36.7654 | 38.932 | 0 | 36.7654 | 38.932 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276876 | 319059 | -582814 | -388803 | -271029 | -582814 |
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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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