Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495783.7141 | 503746.3677 | -7962.6537 | -45080.6599 | -64778.3465 | 19697.6866 |
Total P&L (%) | 495.7837 | 503.7464 | -7.9627 | -45.0807 | -64.7783 | 19.6977 |
Avg Daily Profit (%) | 0.28 | 0.2845 | -0.0045 | -0.0338 | -0.0589 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141375 | -133141 | -53442 | -934426 | -974124 | -112268 |
Profit Factor | 1.6093 | 1.763 | 0.9481 | 0.9811 | 0.9681 | 1.0548 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 46.3855 | 44.5783 | 48.1928 | 46.3855 | 44.5783 | 48.1928 |
Ratio Avg Win / Avg Loss | 1.8601 | 2.1919 | 1.0192 | 1.1341 | 1.2036 | 1.1339 |
Largest Winning Trade | 305472 | 305472 | 17651 | 429747 | 429747 | 68239 |
Largest Losing Trade | -81316 | -81316 | -11572 | -461914 | -461914 | -57841 |
Avg Bars in Trades | 41 | 79 | 3 | 41 | 79 | 3 |
Avg Bars in Winners | 40 | 80 | 3 | 40 | 80 | 3 |
Avg Bars in Losers | 42 | 78 | 3 | 42 | 78 | 3 |
Bars Traded | 6861 | 6593 | 268 | 6861 | 6593 | 268 |
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 | 389351 | 347854 | -579868 | -579647 | -581551 | -347362 |
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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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