Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284018.4278 | 293949.8862 | -9931.4584 | -30814.4503 | 363389.3926 | -394203.8429 |
Total P&L (%) | 284.0184 | 293.9499 | -9.9315 | -30.8145 | 363.3894 | -394.2038 |
Avg Daily Profit (%) | 0.1598 | 0.1654 | -0.0056 | -0.0207 | 0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161584 | -91616 | -125887 | -741946 | -203337 | -572790 |
Profit Factor | 1.314 | 1.7128 | 0.9798 | 0.9842 | 1.4712 | 0.6661 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 44.9735 | 45.2632 | 44.6809 | 44.9735 | 45.2632 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.6077 | 2.0713 | 1.2131 | 1.2042 | 1.7791 | 0.8247 |
Largest Winning Trade | 174632 | 174632 | 76395 | 453388 | 453388 | 116517 |
Largest Losing Trade | -45946 | -32550 | -45946 | -189821 | -70807 | -189821 |
Avg Bars in Trades | 36 | 31 | 40 | 36 | 31 | 40 |
Avg Bars in Winners | 52 | 39 | 65 | 52 | 39 | 65 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 6848 | 3028 | 3820 | 6848 | 3028 | 3820 |
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 | 273358 | 303435 | -581483 | -580076 | -77602 | -583149 |
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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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