Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315691.194 | 324724.5448 | -9033.3508 | -14707.0098 | 77548.2553 | -92255.2651 |
Total P&L (%) | 315.6912 | 324.7245 | -9.0334 | -14.707 | 77.5483 | -92.2553 |
Avg Daily Profit (%) | 0.1674 | 0.1721 | -0.0048 | -0.0084 | 0.0304 | -0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113789 | -123713 | -39842 | -1347160 | -1283610 | -528104 |
Profit Factor | 1.3903 | 1.5142 | 0.949 | 0.9965 | 1.0238 | 0.9076 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 55.625 | 57.5 | 53.75 | 55.625 | 57.5 | 53.75 |
Ratio Avg Win / Avg Loss | 1.1091 | 1.1192 | 0.8166 | 0.795 | 0.7568 | 0.781 |
Largest Winning Trade | 89029 | 89029 | 15176 | 462605 | 462605 | 174348 |
Largest Losing Trade | -58005 | -58005 | -36867 | -767520 | -767520 | -528104 |
Avg Bars in Trades | 139 | 272 | 5 | 139 | 272 | 5 |
Avg Bars in Winners | 89 | 168 | 5 | 89 | 168 | 5 |
Avg Bars in Losers | 201 | 414 | 6 | 201 | 414 | 6 |
Bars Traded | 22284 | 21828 | 456 | 22284 | 21828 | 456 |
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 | 343634 | -9432 | -599472 | -579210 | -366395 | -599472 |
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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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