Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378173.6716 | 408629.5002 | -30455.8285 | -37015.9172 | 233138.6087 | -270154.526 |
Total P&L (%) | 378.1737 | 408.6295 | -30.4558 | -37.0159 | 233.1386 | -270.1545 |
Avg Daily Profit (%) | 0.1969 | 0.2128 | -0.0159 | -0.0241 | 0.0627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114803 | -127534 | -126692 | -433547 | -233801 | -357238 |
Profit Factor | 1.4524 | 2.0274 | 0.9305 | 0.9739 | 1.3957 | 0.6732 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 45.3416 | 45 | 45.679 | 45.3416 | 45 | 45.679 |
Ratio Avg Win / Avg Loss | 1.7509 | 2.478 | 1.1065 | 1.174 | 1.7058 | 0.8006 |
Largest Winning Trade | 306932 | 306932 | 60585 | 193933 | 193933 | 77067 |
Largest Losing Trade | -57475 | -30244 | -57475 | -237587 | -73754 | -237587 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 67 | 54 | 79 | 67 | 54 | 79 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 7450 | 3297 | 4153 | 7450 | 3297 | 4153 |
Profit Streak | 0 | 22.0464 | 0 | 0 | 22.0464 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315115 | -9270 | -592749 | -580079 | -128306 | -594416 |
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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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