Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418624.5888 | 387898.5991 | 30725.9897 | 91790.3875 | 168351.8892 | -76561.5016 |
Total P&L (%) | 418.6246 | 387.8986 | 30.726 | 91.7904 | 168.3519 | -76.5615 |
Avg Daily Profit (%) | 0.1789 | 0.1658 | 0.0131 | 0.0278 | 0.0422 | -0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119896 | -53688 | -184434 | -206361 | -121611 | -260452 |
Profit Factor | 1.5321 | 2.1109 | 1.0702 | 1.0726 | 1.283 | 0.8856 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 48.75 | 46.25 | 51.25 | 48.75 | 46.25 | 51.25 |
Ratio Avg Win / Avg Loss | 1.6107 | 2.4532 | 1.018 | 1.1276 | 1.491 | 0.8424 |
Largest Winning Trade | 240264 | 240264 | 65038 | 144114 | 144114 | 58224 |
Largest Losing Trade | -38927 | -38927 | -37928 | -102558 | -102558 | -68398 |
Avg Bars in Trades | 85 | 88 | 82 | 85 | 88 | 82 |
Avg Bars in Winners | 123 | 134 | 113 | 123 | 134 | 113 |
Avg Bars in Losers | 48 | 49 | 48 | 48 | 49 | 48 |
Bars Traded | 13629 | 7065 | 6564 | 13629 | 7065 | 6564 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374629 | -9573 | -340926 | -296005 | -157480 | -600074 |
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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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