Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476580.2267 | 507814.969 | -31234.7424 | -63341.5918 | -30876.954 | -32464.6379 |
Total P&L (%) | 476.5802 | 507.815 | -31.2347 | -63.3416 | -30.877 | -32.4646 |
Avg Daily Profit (%) | 0.2945 | 0.3139 | -0.0193 | -0.062 | -0.0228 | -0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185922 | -191369 | -163859 | -286815 | -304920 | -93504 |
Profit Factor | 1.4703 | 2.0109 | 0.9389 | 0.9144 | 0.9351 | 0.8771 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 55.1282 | 53.8462 | 56.4103 | 55.1282 | 53.8462 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.1967 | 1.7236 | 0.7255 | 0.7443 | 0.8015 | 0.6777 |
Largest Winning Trade | 186197 | 186197 | 49135 | 121090 | 121090 | 28480 |
Largest Losing Trade | -74620 | -71498 | -74620 | -145664 | -145664 | -59282 |
Avg Bars in Trades | 120 | 119 | 120 | 120 | 119 | 120 |
Avg Bars in Winners | 111 | 105 | 116 | 111 | 105 | 116 |
Avg Bars in Losers | 131 | 135 | 126 | 131 | 135 | 126 |
Bars Traded | 18727 | 9294 | 9433 | 18727 | 9294 | 9433 |
Profit Streak | 535.277 | 535.277 | 557.527 | 535.277 | 535.277 | 557.527 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446583 | -20168 | -612776 | -577926 | -613778 | -612776 |
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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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