Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339713.465 | 386306.0075 | -46592.5425 | -79694.3566 | 45434.6668 | -125129.0234 |
Total P&L (%) | 339.7135 | 386.306 | -46.5925 | -79.6944 | 45.4347 | -125.129 |
Avg Daily Profit (%) | 0.1358 | 0.1544 | -0.0186 | -0.0637 | 0.015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212183 | -161323 | -147101 | -343449 | -243304 | -148921 |
Profit Factor | 1.3648 | 1.7647 | 0.8906 | 0.8975 | 1.1024 | 0.6251 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 53.8462 | 49.4118 | 58.3333 | 53.8462 | 49.4118 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1699 | 1.8068 | 0.6362 | 0.7693 | 1.1286 | 0.4465 |
Largest Winning Trade | 456152 | 456152 | 53943 | 268068 | 268068 | 36548 |
Largest Losing Trade | -48189 | -48189 | -42790 | -175113 | -175113 | -54608 |
Avg Bars in Trades | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 23 | 19 | 29 | 23 | 19 | 29 |
Bars Traded | 4807 | 1990 | 2816 | 4807 | 1990 | 2816 |
Profit Streak | 0 | 0 | 15.906 | 0 | 0 | 15.906 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9664 | 370784 | -579448 | -579116 | -282787 | -579448 |
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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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