Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66132.1769 | 82190.8048 | -16058.6279 | -15487.1567 | 56437.7111 | -71924.8678 |
Total P&L (%) | 66.1322 | 82.1908 | -16.0586 | -15.4872 | 56.4377 | -71.9249 |
Avg Daily Profit (%) | 0.7618 | 0.9468 | -0.185 | -0.1936 | 0.5168 | -1.4526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85436 | -52599 | -49485 | -67468 | -36269 | -69401 |
Profit Factor | 1.1854 | 1.5207 | 0.9192 | 0.9443 | 1.5354 | 0.5834 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Losing Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Profitability (%) | 41.5771 | 44.6043 | 38.5714 | 41.5771 | 44.6043 | 38.5714 |
Ratio Avg Win / Avg Loss | 1.6657 | 1.8886 | 1.464 | 1.3269 | 1.9069 | 0.9291 |
Largest Winning Trade | 119408 | 119408 | 75549 | 82712 | 82712 | 29810 |
Largest Losing Trade | -39778 | -11628 | -39778 | -60455 | -8655 | -60455 |
Avg Bars in Trades | 88 | 86 | 91 | 88 | 86 | 91 |
Avg Bars in Winners | 118 | 105 | 134 | 118 | 105 | 134 |
Avg Bars in Losers | 66 | 70 | 63 | 66 | 70 | 63 |
Bars Traded | 24705 | 11963 | 12742 | 24705 | 11963 | 12742 |
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 | -7052 | 402822 | -585685 | -582874 | 281798 | -587352 |
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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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