Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421977.9202 | 501638.3995 | -79660.4793 | -50768.5839 | 124225.4847 | -174994.0686 |
Total P&L (%) | 421.9779 | 501.6384 | -79.6605 | -50.7686 | 124.2255 | -174.9941 |
Avg Daily Profit (%) | 0.1777 | 0.2112 | -0.0335 | -0.0298 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133986 | -53304 | -319834 | -130364 | -38863 | -244948 |
Profit Factor | 1.3703 | 2.5402 | 0.9021 | 0.9302 | 1.6395 | 0.6718 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Losing Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Profitability (%) | 37.1429 | 42.0455 | 32.1839 | 37.1429 | 42.0455 | 32.1839 |
Ratio Avg Win / Avg Loss | 2.319 | 3.5013 | 1.9009 | 1.5742 | 2.2599 | 1.4157 |
Largest Winning Trade | 262868 | 262868 | 72163 | 52193 | 48771 | 52193 |
Largest Losing Trade | -53736 | -23425 | -53736 | -33288 | -17500 | -33288 |
Avg Bars in Trades | 79 | 34 | 124 | 79 | 34 | 124 |
Avg Bars in Winners | 167 | 59 | 309 | 167 | 59 | 309 |
Avg Bars in Losers | 27 | 16 | 36 | 27 | 16 | 36 |
Bars Traded | 13877 | 3061 | 10816 | 13877 | 3061 | 10816 |
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 | 178973 | 344304 | -585250 | -582083 | -147771 | -586361 |
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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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