Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755357.8479 | 717588.7028 | 37769.1452 | -34414.1485 | -31449.6872 | -2964.4613 |
Total P&L (%) | 755.3578 | 717.5887 | 37.7691 | -34.4141 | -31.4497 | -2.9645 |
Avg Daily Profit (%) | 0.4027 | 0.3826 | 0.0201 | -0.0225 | -0.0201 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215347 | -169407 | -69484 | -244942 | -237157 | -60947 |
Profit Factor | 1.7008 | 1.8589 | 1.1558 | 0.9715 | 0.9658 | 0.9896 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 44.7514 | 38.8889 | 50.5495 | 44.7514 | 38.8889 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.0997 | 2.9211 | 1.1307 | 1.1994 | 1.5178 | 0.9681 |
Largest Winning Trade | 509963 | 509963 | 23567 | 132842 | 132842 | 25281 |
Largest Losing Trade | -71439 | -71439 | -22465 | -89565 | -89565 | -54191 |
Avg Bars in Trades | 40 | 75 | 6 | 40 | 75 | 6 |
Avg Bars in Winners | 50 | 108 | 6 | 50 | 108 | 6 |
Avg Bars in Losers | 32 | 54 | 6 | 32 | 54 | 6 |
Bars Traded | 7390 | 6790 | 600 | 7390 | 6790 | 600 |
Profit Streak | 6.2847 | 0 | 15.2847 | 6.2847 | 0 | 15.2847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453343 | 305685 | -216896 | -579511 | -582634 | -580156 |
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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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