Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321709.8654 | 393864.8063 | -72154.9409 | -81030.8619 | 89091.3834 | -170122.2453 |
Total P&L (%) | 321.7099 | 393.8648 | -72.1549 | -81.0309 | 89.0914 | -170.1222 |
Avg Daily Profit (%) | 0.1335 | 0.1635 | -0.0299 | -0.069 | 0.0264 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216582 | -139024 | -253643 | -127709 | -79148 | -224364 |
Profit Factor | 1.2695 | 1.6921 | 0.8845 | 0.8733 | 1.3353 | 0.5448 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Losing Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Profitability (%) | 41.4201 | 47.0588 | 35.7143 | 41.4201 | 47.0588 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.7954 | 1.9036 | 1.5921 | 1.2351 | 1.5022 | 0.9807 |
Largest Winning Trade | 212998 | 212998 | 64282 | 72892 | 72892 | 30658 |
Largest Losing Trade | -57740 | -57740 | -43727 | -59226 | -50333 | -59226 |
Avg Bars in Trades | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Winners | 71 | 63 | 82 | 71 | 63 | 82 |
Avg Bars in Losers | 43 | 63 | 26 | 43 | 63 | 26 |
Bars Traded | 9286 | 5373 | 3913 | 9286 | 5373 | 3913 |
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 | -16207 | 325600 | -583885 | -581562 | -157604 | -586662 |
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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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