Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609258.9842 | 606678.3188 | 2580.6653 | -6988.3311 | 167282.5587 | -174270.8898 |
Total P&L (%) | 609.259 | 606.6783 | 2.5807 | -6.9883 | 167.2826 | -174.2709 |
Avg Daily Profit (%) | 0.3256 | 0.3243 | 0.0014 | -0.0039 | 0.0526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180780 | -108327 | -109062 | -541625 | -356730 | -301523 |
Profit Factor | 1.7193 | 2.2967 | 1.0068 | 0.9955 | 1.1944 | 0.7469 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 40.5263 | 33.6842 | 47.3684 | 40.5263 | 33.6842 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5232 | 4.5216 | 1.1187 | 1.4609 | 2.3515 | 0.8299 |
Largest Winning Trade | 650100 | 650100 | 45360 | 522113 | 522113 | 64359 |
Largest Losing Trade | -41524 | -34640 | -41524 | -133127 | -133127 | -91479 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 7366 | 3240 | 4126 | 7366 | 3240 | 4126 |
Profit Streak | 8.5404 | 8.5404 | 22.2904 | 8.5404 | 8.5404 | 22.2904 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388924 | 269921 | -570560 | -580678 | -134248 | -581553 |
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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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