Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426752.8475 | 447907.5854 | -21154.7379 | -70345.5314 | 237553.6266 | -307899.158 |
Total P&L (%) | 426.7528 | 447.9076 | -21.1547 | -70.3455 | 237.5536 | -307.8992 |
Avg Daily Profit (%) | 0.228 | 0.2393 | -0.0113 | -0.0649 | 0.065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268727 | -139649 | -221947 | -533318 | -226089 | -398007 |
Profit Factor | 1.3581 | 1.7498 | 0.9644 | 0.9437 | 1.4185 | 0.5488 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 45.3125 | 41.6667 | 48.9583 | 45.3125 | 41.6667 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.6391 | 2.4497 | 1.0055 | 1.139 | 1.9859 | 0.5722 |
Largest Winning Trade | 305121 | 305121 | 77397 | 344250 | 344250 | 77397 |
Largest Losing Trade | -58082 | -33597 | -58082 | -184258 | -98620 | -184258 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5532 | 2482 | 3050 | 5532 | 2482 | 3050 |
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 | 319337 | 288483 | -579814 | -579651 | -107456 | -581481 |
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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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