Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563262.3695 | 457170.3209 | 106092.0486 | -6713.2224 | 150696.6982 | -157409.9206 |
Total P&L (%) | 563.2624 | 457.1703 | 106.092 | -6.7132 | 150.6967 | -157.4099 |
Avg Daily Profit (%) | 0.2396 | 0.1945 | 0.0451 | -0.003 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146394 | -77813 | -256218 | -322105 | -66235 | -314491 |
Profit Factor | 1.5755 | 2.2894 | 1.17 | 0.9921 | 1.5278 | 0.7215 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 49.7041 | 47.0588 | 52.381 | 49.7041 | 47.0588 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5942 | 2.5756 | 1.0636 | 1.0039 | 1.7188 | 0.6559 |
Largest Winning Trade | 92483 | 92483 | 72734 | 125905 | 125905 | 60249 |
Largest Losing Trade | -94168 | -28279 | -94168 | -178403 | -41878 | -178403 |
Avg Bars in Trades | 82 | 60 | 104 | 82 | 60 | 104 |
Avg Bars in Winners | 110 | 75 | 142 | 110 | 75 | 142 |
Avg Bars in Losers | 54 | 47 | 62 | 54 | 47 | 62 |
Bars Traded | 13909 | 5153 | 8756 | 13909 | 5153 | 8756 |
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 | 432896 | 376634 | -166222 | -578341 | -139552 | -580798 |
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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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