Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365373.7676 | 435058.0257 | -69684.2581 | -63669.0429 | 104267.9565 | -167936.9994 |
Total P&L (%) | 365.3738 | 435.058 | -69.6843 | -63.669 | 104.268 | -167.937 |
Avg Daily Profit (%) | 0.1598 | 0.1903 | -0.0305 | -0.0443 | 0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139562 | -122253 | -160265 | -207988 | -135032 | -161484 |
Profit Factor | 1.4225 | 2.0872 | 0.85 | 0.9101 | 1.2984 | 0.5317 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.1579 | 43.75 | 42.5532 | 43.1579 | 43.75 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.8736 | 2.6836 | 1.1475 | 1.1987 | 1.6693 | 0.7179 |
Largest Winning Trade | 296129 | 296129 | 50825 | 170630 | 170630 | 26321 |
Largest Losing Trade | -46802 | -46802 | -46379 | -86271 | -86271 | -33248 |
Avg Bars in Trades | 89 | 75 | 103 | 89 | 75 | 103 |
Avg Bars in Winners | 120 | 84 | 158 | 120 | 84 | 158 |
Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
Bars Traded | 8466 | 3603 | 4863 | 8466 | 3603 | 4863 |
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 | 245289 | 329919 | -581926 | -581518 | -152309 | -583592 |
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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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