Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315481.2663 | 324280.4734 | -8799.2072 | -24147.4873 | 462894.7113 | -487042.1986 |
Total P&L (%) | 315.4813 | 324.2805 | -8.7992 | -24.1475 | 462.8947 | -487.0422 |
Avg Daily Profit (%) | 0.178 | 0.183 | -0.005 | -0.0156 | 0.0976 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186095 | -110123 | -138601 | -750647 | -281983 | -609418 |
Profit Factor | 1.3568 | 1.7819 | 0.9813 | 0.9861 | 1.6138 | 0.503 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 50 | 51.2195 | 48.7805 | 50 | 51.2195 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3568 | 1.697 | 1.0303 | 0.9861 | 1.537 | 0.5281 |
Largest Winning Trade | 164809 | 164809 | 76073 | 491153 | 491153 | 117198 |
Largest Losing Trade | -54038 | -41514 | -54038 | -262132 | -262132 | -187950 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 43 | 24 | 63 | 43 | 24 | 63 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 5114 | 1944 | 3170 | 5114 | 1944 | 3170 |
Profit Streak | 0 | 55.2981 | 0 | 0 | 55.2981 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314051 | 302568 | -584043 | -579918 | -62121 | -585710 |
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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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