Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321852.5144 | 341944.4663 | -20091.9519 | -246287.2913 | -310267.6411 | 63980.3498 |
Total P&L (%) | 321.8525 | 341.9445 | -20.092 | -246.2873 | -310.2676 | 63.9804 |
Avg Daily Profit (%) | 0.1667 | 0.1771 | -0.0104 | 0 | 0 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199752 | -88672 | -193008 | -655480 | -474512 | -243785 |
Profit Factor | 1.3239 | 1.849 | 0.966 | 0.8486 | 0.6292 | 1.081 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 83 | 35 | 48 | 78 | 45 | 33 |
Losing Trades | 80 | 47 | 33 | 85 | 37 | 48 |
Profitability (%) | 50.9202 | 42.6829 | 59.2593 | 47.8528 | 54.878 | 40.7407 |
Ratio Avg Win / Avg Loss | 1.276 | 2.483 | 0.6641 | 0.9248 | 0.5173 | 1.5724 |
Largest Winning Trade | 168966 | 168966 | 40941 | 415283 | 68336 | 415283 |
Largest Losing Trade | -161775 | -31282 | -161775 | -323932 | -323932 | -177929 |
Avg Bars in Trades | 69 | 55 | 84 | 69 | 55 | 84 |
Avg Bars in Winners | 80 | 76 | 82 | 60 | 38 | 90 |
Avg Bars in Losers | 59 | 39 | 87 | 78 | 75 | 80 |
Bars Traded | 11383 | 4547 | 6836 | 11383 | 4547 | 6836 |
Profit Streak | 0 | 0 | 41.034 | 19.034 | 24.034 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307429 | 130713 | -590270 | -580199 | -584059 | -304927 |
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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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