Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294263.8549 | 352911.6237 | -58647.7688 | -100974.9114 | -53774.0088 | -47200.9026 |
Total P&L (%) | 294.2639 | 352.9116 | -58.6478 | -100.9749 | -53.774 | -47.2009 |
Avg Daily Profit (%) | 0.1574 | 0.1887 | -0.0314 | 0 | -0.0413 | -0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304639 | -171646 | -210986 | -1254456 | -1134165 | -263733 |
Profit Factor | 1.2515 | 1.6214 | 0.9026 | 0.9671 | 0.9709 | 0.9613 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 90 | 41 | 49 | 91 | 44 | 47 |
Losing Trades | 91 | 50 | 41 | 90 | 47 | 43 |
Profitability (%) | 49.7238 | 45.0549 | 54.4444 | 50.2762 | 48.3516 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.2654 | 1.9773 | 0.7552 | 0.9565 | 1.0371 | 0.8795 |
Largest Winning Trade | 161614 | 161614 | 40750 | 482878 | 482878 | 150145 |
Largest Losing Trade | -101685 | -51216 | -101685 | -580687 | -580687 | -235173 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 18 | 20 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 21 | 22 | 20 | 22 | 24 | 19 |
Bars Traded | 3597 | 1952 | 1644 | 3597 | 1952 | 1644 |
Profit Streak | 0 | 0 | 48.239 | 15.739 | 26.739 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293842 | 310963 | -579248 | -578936 | -579244 | -580525 |
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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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