Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431015.1603 | 444934.3557 | -13919.1954 | -1254.6753 | 382459.3447 | -383714.02 |
Total P&L (%) | 431.0152 | 444.9344 | -13.9192 | -1.2547 | 382.4593 | -383.714 |
Avg Daily Profit (%) | 0.1724 | 0.178 | -0.0056 | -0.0005 | 0.063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116106 | -69178 | -100442 | -591887 | -233044 | -453716 |
Profit Factor | 1.4132 | 1.9774 | 0.9763 | 0.9994 | 1.428 | 0.6878 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 53.2051 | 55.1282 | 51.2821 | 53.2051 | 55.1282 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.2429 | 1.6095 | 0.9275 | 0.879 | 1.1623 | 0.6534 |
Largest Winning Trade | 145620 | 145620 | 55347 | 298924 | 298924 | 97324 |
Largest Losing Trade | -63802 | -45956 | -63802 | -399310 | -108281 | -399310 |
Avg Bars in Trades | 93 | 71 | 115 | 93 | 71 | 115 |
Avg Bars in Winners | 102 | 74 | 133 | 102 | 74 | 133 |
Avg Bars in Losers | 83 | 68 | 97 | 83 | 68 | 97 |
Bars Traded | 14628 | 5586 | 9042 | 14628 | 5586 | 9042 |
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 | 338166 | -22604 | -615069 | -579545 | -141780 | -615069 |
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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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