Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332492.5266 | 306894.9205 | 25597.6061 | -26847.2938 | 77144.359 | -103991.6528 |
Total P&L (%) | 332.4925 | 306.8949 | 25.5976 | -26.8473 | 77.1444 | -103.9917 |
Avg Daily Profit (%) | 0.1867 | 0.1723 | 0.0144 | -0.0176 | 0.0321 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158515 | -158248 | -42719 | -716664 | -583436 | -306683 |
Profit Factor | 1.3611 | 1.4735 | 1.0939 | 0.991 | 1.0391 | 0.8982 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 46.25 | 46.25 | 46.25 | 46.25 | 46.25 | 46.25 |
Ratio Avg Win / Avg Loss | 1.5818 | 1.7125 | 1.2713 | 1.1517 | 1.2077 | 1.0439 |
Largest Winning Trade | 127155 | 127155 | 24633 | 269276 | 269276 | 96843 |
Largest Losing Trade | -63541 | -63541 | -27170 | -229442 | -229442 | -214599 |
Avg Bars in Trades | 65 | 116 | 14 | 65 | 116 | 14 |
Avg Bars in Winners | 81 | 144 | 18 | 81 | 144 | 18 |
Avg Bars in Losers | 51 | 92 | 10 | 51 | 92 | 10 |
Bars Traded | 10477 | 9342 | 1135 | 10477 | 9342 | 1135 |
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 | 304404 | -11276 | -315045 | -579731 | -348373 | -599750 |
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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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