Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400892.9709 | 386485.4983 | 14407.4727 | -76421.991 | -549726.2442 | 473304.2532 |
Total P&L (%) | 400.893 | 386.4855 | 14.4075 | -76.422 | -549.7262 | 473.3043 |
Avg Daily Profit (%) | 0.2722 | 0.2624 | 0.0098 | -0.098 | 0 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188681 | -154379 | -115626 | -1108017 | -940087 | -328859 |
Profit Factor | 1.3965 | 1.6153 | 1.0376 | 0.9704 | 0.6922 | 1.5951 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 43.8202 | 38.2022 | 49.4382 | 43.8202 | 38.2022 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.7904 | 2.6129 | 1.0612 | 1.2441 | 1.1198 | 1.6313 |
Largest Winning Trade | 432180 | 432180 | 53933 | 396475 | 343861 | 396475 |
Largest Losing Trade | -30854 | -30854 | -29672 | -349150 | -349150 | -130354 |
Avg Bars in Trades | 16 | 20 | 12 | 16 | 20 | 12 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 2892 | 1809 | 1082 | 2892 | 1809 | 1082 |
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 | 317859 | 237076 | -387811 | -580304 | -583737 | -31903 |
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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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