Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176486.9971 | 187491.728 | -11004.7309 | -9831.1255 | 5411.4195 | -15242.5449 |
Total P&L (%) | 176.487 | 187.4917 | -11.0047 | -9.8311 | 5.4114 | -15.2425 |
Avg Daily Profit (%) | 0.1694 | 0.18 | -0.0106 | -0.0099 | 0.0051 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141305 | -137295 | -12496 | -490265 | -484217 | -19825 |
Profit Factor | 1.4399 | 1.4943 | 0.4973 | 0.989 | 1.0063 | 0.5131 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.8824 | 47.619 | 44.186 | 45.8824 | 47.619 | 44.186 |
Ratio Avg Win / Avg Loss | 1.6984 | 1.6438 | 0.6282 | 1.1665 | 1.1069 | 0.6481 |
Largest Winning Trade | 154873 | 154873 | 1369 | 264317 | 264317 | 2275 |
Largest Losing Trade | -42424 | -42424 | -3740 | -207003 | -207003 | -5274 |
Avg Bars in Trades | 277 | 561 | 1 | 277 | 561 | 1 |
Avg Bars in Winners | 257 | 501 | 1 | 257 | 501 | 1 |
Avg Bars in Losers | 295 | 616 | 1 | 295 | 616 | 1 |
Bars Traded | 23625 | 23579 | 45 | 23625 | 23579 | 45 |
Profit Streak | 0 | 21.6672 | 0 | 0 | 21.6672 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289284 | 342000 | -582154 | -580485 | -565771 | -582432 |
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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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