Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455377.9294 | 453236.7483 | 2141.1811 | -25662.1448 | 6132.304 | -31794.4488 |
Total P&L (%) | 455.3779 | 453.2367 | 2.1412 | -25.6621 | 6.1323 | -31.7944 |
Avg Daily Profit (%) | 0.1822 | 0.1813 | 0.0009 | -0.0119 | 0.0024 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139668 | -93011 | -72365 | -281530 | -236192 | -166232 |
Profit Factor | 1.5672 | 2.0621 | 1.0057 | 0.9843 | 1.0067 | 0.9563 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 47.561 | 45.122 | 50 | 47.561 | 45.122 | 50 |
Ratio Avg Win / Avg Loss | 1.7279 | 2.508 | 1.0057 | 1.0853 | 1.2244 | 0.9563 |
Largest Winning Trade | 474419 | 474419 | 62177 | 202903 | 202903 | 118256 |
Largest Losing Trade | -39399 | -26548 | -39399 | -78887 | -78887 | -75788 |
Avg Bars in Trades | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Winners | 36 | 31 | 40 | 36 | 31 | 40 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 4783 | 2088 | 2695 | 4783 | 2088 | 2695 |
Profit Streak | 0 | 0 | 11.8424 | 0 | 0 | 11.8424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377455 | 190941 | -575539 | -578922 | -574592 | -584610 |
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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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