Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289020.1979 | 270331.8908 | 18688.307 | -65729.7044 | -9733.3127 | -55996.3917 |
Total P&L (%) | 289.0202 | 270.3319 | 18.6883 | -65.7297 | -9.7333 | -55.9964 |
Avg Daily Profit (%) | 0.166 | 0.1552 | 0.0107 | -0.0615 | -0.0059 | -0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135877 | -154029 | -94318 | -91607 | -106792 | -30514 |
Profit Factor | 1.2895 | 1.5202 | 1.039 | 0.845 | 0.9536 | 0.7384 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 50 | 48.2759 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.2895 | 1.6288 | 0.9698 | 0.845 | 1.0218 | 0.6892 |
Largest Winning Trade | 163333 | 163333 | 48150 | 50769 | 50769 | 20061 |
Largest Losing Trade | -76266 | -39018 | -76266 | -76414 | -34243 | -76414 |
Avg Bars in Trades | 117 | 101 | 133 | 117 | 101 | 133 |
Avg Bars in Winners | 135 | 115 | 153 | 135 | 115 | 153 |
Avg Bars in Losers | 99 | 88 | 111 | 99 | 88 | 111 |
Bars Traded | 20460 | 8858 | 11602 | 20460 | 8858 | 11602 |
Profit Streak | 0 | 38.2282 | 0 | 0 | 38.2282 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297401 | 335979 | -365615 | -579866 | -579557 | -580876 |
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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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