Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493351.4941 | 435399.7693 | 57951.7248 | -763.4963 | -175578.3587 | 174814.8624 |
Total P&L (%) | 493.3515 | 435.3998 | 57.9517 | -0.7635 | -175.5784 | 174.8149 |
Avg Daily Profit (%) | 0.2276 | 0.2009 | 0.0267 | -0.0004 | 0 | 0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161646 | -130878 | -68826 | -704832 | -596034 | -245926 |
Profit Factor | 1.4972 | 1.6994 | 1.1567 | 0.9997 | 0.8883 | 1.2218 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 45.1087 | 40.2174 | 50 | 45.1087 | 40.2174 | 50 |
Ratio Avg Win / Avg Loss | 1.8219 | 2.5262 | 1.1567 | 1.2165 | 1.3204 | 1.2218 |
Largest Winning Trade | 300830 | 300830 | 24902 | 232450 | 232450 | 160065 |
Largest Losing Trade | -54407 | -54407 | -27658 | -187784 | -187784 | -68235 |
Avg Bars in Trades | 34 | 54 | 13 | 34 | 54 | 13 |
Avg Bars in Winners | 39 | 68 | 15 | 39 | 68 | 15 |
Avg Bars in Losers | 29 | 44 | 12 | 29 | 44 | 12 |
Bars Traded | 6273 | 5021 | 1252 | 6273 | 5021 | 1252 |
Profit Streak | 0 | 0 | 80.7387 | 0 | 0 | 80.7387 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335475 | 242498 | -205547 | -580049 | -583224 | -130466 |
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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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