Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496546.6964 | 534712.82 | -38166.1237 | -72937.3981 | -92803.5421 | 19866.144 |
Total P&L (%) | 496.5467 | 534.7128 | -38.1661 | -72.9374 | -92.8035 | 19.8661 |
Avg Daily Profit (%) | 0.2806 | 0.3021 | -0.0216 | -0.0738 | -0.1486 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149315 | -122470 | -39112 | -729401 | -690514 | -78752 |
Profit Factor | 1.6968 | 1.9303 | 0.723 | 0.9558 | 0.9338 | 1.0798 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 47.7876 | 48.2143 | 47.3684 | 47.7876 | 48.2143 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8539 | 2.0733 | 0.8034 | 1.0443 | 1.003 | 1.1997 |
Largest Winning Trade | 323825 | 323825 | 12993 | 280331 | 280331 | 78764 |
Largest Losing Trade | -80916 | -80916 | -14473 | -378316 | -378316 | -34060 |
Avg Bars in Trades | 181 | 355 | 10 | 181 | 355 | 10 |
Avg Bars in Winners | 157 | 302 | 11 | 157 | 302 | 11 |
Avg Bars in Losers | 203 | 404 | 9 | 203 | 404 | 9 |
Bars Traded | 20486 | 19894 | 592 | 20486 | 19894 | 592 |
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 | 394726 | -168173 | -761578 | -579671 | -759861 | -499726 |
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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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