Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430319.3702 | 480919.832 | -50600.4619 | -80874.7403 | 15401.2222 | -96275.9625 |
Total P&L (%) | 430.3194 | 480.9198 | -50.6005 | -80.8747 | 15.4012 | -96.276 |
Avg Daily Profit (%) | 0.2222 | 0.2484 | -0.0261 | -0.0854 | 0.0074 | -0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161102 | -152375 | -153129 | -143613 | -85715 | -108772 |
Profit Factor | 1.4141 | 1.8485 | 0.8929 | 0.8389 | 1.0571 | 0.5855 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 49.0798 | 44.4444 | 53.6585 | 49.0798 | 44.4444 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.4671 | 2.3107 | 0.7711 | 0.8703 | 1.3214 | 0.5057 |
Largest Winning Trade | 418083 | 418083 | 31098 | 60875 | 60875 | 34622 |
Largest Losing Trade | -67311 | -63371 | -67311 | -75317 | -75317 | -32550 |
Avg Bars in Trades | 44 | 67 | 21 | 44 | 67 | 21 |
Avg Bars in Winners | 40 | 57 | 26 | 40 | 57 | 26 |
Avg Bars in Losers | 47 | 75 | 15 | 47 | 75 | 15 |
Bars Traded | 7203 | 5438 | 1765 | 7203 | 5438 | 1765 |
Profit Streak | 0 | 94.2552 | 0 | 0 | 94.2552 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327175 | -2016 | -584484 | -580281 | -364138 | -584484 |
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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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