Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273124.3648 | 362205.0517 | -89080.687 | -63624.0275 | 29412.6903 | -93036.7178 |
Total P&L (%) | 273.1244 | 362.2051 | -89.0807 | -63.624 | 29.4127 | -93.0367 |
Avg Daily Profit (%) | 0.1167 | 0.1548 | -0.0381 | -0.0432 | 0.011 | -0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153351 | -73277 | -183729 | -97435 | -62763 | -124299 |
Profit Factor | 1.2694 | 1.7044 | 0.8217 | 0.902 | 1.0917 | 0.7167 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 44.3946 | 45.5357 | 43.2432 | 44.3946 | 45.5357 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.5899 | 2.0386 | 1.0785 | 1.1298 | 1.3057 | 0.9406 |
Largest Winning Trade | 246711 | 246711 | 65750 | 46620 | 46620 | 23621 |
Largest Losing Trade | -46594 | -46594 | -32909 | -29146 | -29146 | -21442 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Losers | 27 | 31 | 24 | 27 | 31 | 24 |
Bars Traded | 8813 | 4491 | 4322 | 8813 | 4491 | 4322 |
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 | -37217 | 304984 | -581997 | -580124 | -302956 | -583664 |
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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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