Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921497.7944 | 928424.8298 | -6927.0354 | -70544.2695 | -84176.9663 | 13632.6968 |
Total P&L (%) | 921.4978 | 928.4248 | -6.927 | -70.5443 | -84.177 | 13.6327 |
Avg Daily Profit (%) | 0.3908 | 0.3937 | -0.0029 | -0.0518 | -0.0782 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200097 | -104714 | -205360 | -132661 | -97095 | -102401 |
Profit Factor | 1.9775 | 3.204 | 0.9867 | 0.8788 | 0.6954 | 1.0446 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 46.3576 | 44.7368 | 48 | 46.3576 | 44.7368 | 48 |
Ratio Avg Win / Avg Loss | 2.2882 | 3.9579 | 1.0689 | 1.0168 | 0.859 | 1.1317 |
Largest Winning Trade | 996692 | 996692 | 62854 | 39651 | 39651 | 38647 |
Largest Losing Trade | -71967 | -37899 | -71967 | -54993 | -26601 | -54993 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 42 | 32 | 52 | 42 | 32 | 52 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 4626 | 2022 | 2604 | 4626 | 2022 | 2604 |
Profit Streak | 0 | 0 | 15.8495 | 0 | 0 | 15.8495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460802 | -35409 | -636268 | -579736 | -632005 | -466936 |
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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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