Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493980.6461 | 437794.9747 | 56185.6715 | -89328.9626 | 832995.1204 | -922324.0829 |
Total P&L (%) | 493.9806 | 437.795 | 56.1857 | -89.329 | 832.9951 | -922.3241 |
Avg Daily Profit (%) | 0.2499 | 0.2215 | 0.0284 | -0.1131 | 0.113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137328 | -145768 | -158092 | -1191334 | -387859 | -1053830 |
Profit Factor | 1.5639 | 2.2109 | 1.1092 | 0.9689 | 1.9801 | 0.5435 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 44.6541 | 40 | 49.3671 | 44.6541 | 40 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.9383 | 3.3164 | 1.1376 | 1.2009 | 2.9702 | 0.5575 |
Largest Winning Trade | 200144 | 200144 | 67981 | 377806 | 360604 | 377806 |
Largest Losing Trade | -98817 | -49189 | -98817 | -701653 | -209773 | -701653 |
Avg Bars in Trades | 48 | 34 | 63 | 48 | 34 | 63 |
Avg Bars in Winners | 70 | 52 | 85 | 70 | 52 | 85 |
Avg Bars in Losers | 30 | 22 | 40 | 30 | 22 | 40 |
Bars Traded | 7726 | 2736 | 4990 | 7726 | 2736 | 4990 |
Profit Streak | 0 | 0 | 549.1959 | 0 | 0 | 549.1959 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345932 | -11335 | -282100 | -580357 | -61256 | -606647 |
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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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