Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617812.2104 | 660009.6163 | -42197.4059 | -78301.1901 | -79084.3626 | 783.1725 |
Total P&L (%) | 617.8122 | 660.0096 | -42.1974 | -78.3012 | -79.0844 | 0.7832 |
Avg Daily Profit (%) | 0.2622 | 0.2801 | -0.0179 | -0.0648 | -0.0664 | 0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168670 | -156163 | -130780 | -484435 | -545610 | -181373 |
Profit Factor | 1.5656 | 2.0901 | 0.9133 | 0.9565 | 0.9342 | 1.0013 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 48.7805 | 42.1569 | 55.3398 | 48.7805 | 42.1569 | 55.3398 |
Ratio Avg Win / Avg Loss | 1.6439 | 2.8679 | 0.7371 | 1.0043 | 1.2818 | 0.8081 |
Largest Winning Trade | 346490 | 346490 | 55249 | 389361 | 389361 | 73935 |
Largest Losing Trade | -69356 | -69356 | -59810 | -179547 | -179547 | -125139 |
Avg Bars in Trades | 33 | 46 | 19 | 33 | 46 | 19 |
Avg Bars in Winners | 33 | 48 | 22 | 33 | 48 | 22 |
Avg Bars in Losers | 32 | 45 | 15 | 32 | 45 | 15 |
Bars Traded | 6768 | 4788 | 1981 | 6768 | 4788 | 1981 |
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 | 431511 | 337117 | -580087 | -578512 | -582443 | -578206 |
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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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