Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433590.6306 | 432451.3565 | 1139.2741 | -64960.9498 | -44108.9501 | -20851.9997 |
Total P&L (%) | 433.5906 | 432.4514 | 1.1393 | -64.961 | -44.109 | -20.852 |
Avg Daily Profit (%) | 0.272 | 0.2713 | 0.0007 | -0.0658 | -0.0365 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166409 | -144145 | -145203 | -80542 | -60923 | -56316 |
Profit Factor | 1.4531 | 1.848 | 1.0025 | 0.8269 | 0.8083 | 0.8564 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 45.625 | 41.25 | 50 | 45.625 | 41.25 | 50 |
Ratio Avg Win / Avg Loss | 1.7317 | 2.632 | 1.0025 | 0.9855 | 1.1512 | 0.8564 |
Largest Winning Trade | 325313 | 325313 | 56434 | 53310 | 53310 | 11309 |
Largest Losing Trade | -54571 | -41493 | -54571 | -40755 | -40755 | -22354 |
Avg Bars in Trades | 58 | 66 | 51 | 58 | 66 | 51 |
Avg Bars in Winners | 69 | 87 | 54 | 69 | 87 | 54 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 9381 | 5300 | 4081 | 9381 | 5300 | 4081 |
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 | 342130 | -11123 | -594813 | -581641 | -601972 | -600236 |
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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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