Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733776.4956 | 697767.371 | 36009.1246 | -29762.7304 | 176418.7157 | -206181.446 |
Total P&L (%) | 733.7765 | 697.7674 | 36.0091 | -29.7627 | 176.4187 | -206.1814 |
Avg Daily Profit (%) | 0.4563 | 0.4339 | 0.0224 | -0.022 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215050 | -165869 | -153645 | -421957 | -141237 | -329812 |
Profit Factor | 1.7428 | 2.362 | 1.0757 | 0.968 | 1.4849 | 0.6357 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 41.7722 | 37.9747 | 45.5696 | 41.7722 | 37.9747 | 45.5696 |
Ratio Avg Win / Avg Loss | 2.4294 | 3.8579 | 1.2849 | 1.3493 | 2.4253 | 0.7593 |
Largest Winning Trade | 555731 | 555731 | 57373 | 306250 | 306250 | 85553 |
Largest Losing Trade | -64606 | -39571 | -64606 | -142355 | -47490 | -142355 |
Avg Bars in Trades | 120 | 110 | 130 | 120 | 110 | 130 |
Avg Bars in Winners | 186 | 163 | 205 | 186 | 163 | 205 |
Avg Bars in Losers | 73 | 78 | 67 | 73 | 78 | 67 |
Bars Traded | 19038 | 8724 | 10314 | 19038 | 8724 | 10314 |
Profit Streak | 50.763 | 50.763 | 59.8463 | 50.763 | 50.763 | 59.8463 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452707 | -16534 | -330450 | -580068 | -137217 | -608482 |
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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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