Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321546.1744 | 431395.6864 | -109849.512 | -108569.6919 | -39235.6142 | -69334.0778 |
Total P&L (%) | 321.5462 | 431.3957 | -109.8495 | -108.5697 | -39.2356 | -69.3341 |
Avg Daily Profit (%) | 0.1366 | 0.1833 | -0.0467 | 0 | -0.0212 | -0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242967 | -153043 | -331216 | -172817 | -54889 | -133854 |
Profit Factor | 1.3269 | 2.0961 | 0.8138 | 0.6399 | 0.6603 | 0.6272 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 81 | 39 | 42 | 79 | 42 | 37 |
Losing Trades | 96 | 49 | 47 | 98 | 46 | 52 |
Profitability (%) | 45.7627 | 44.3182 | 47.191 | 44.6328 | 47.7273 | 41.573 |
Ratio Avg Win / Avg Loss | 1.5726 | 2.6336 | 0.9107 | 0.7937 | 0.7232 | 0.8814 |
Largest Winning Trade | 490855 | 490855 | 51534 | 46233 | 25620 | 46233 |
Largest Losing Trade | -134760 | -58348 | -134760 | -67862 | -25463 | -67862 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 40 | 32 | 48 | 34 | 33 | 36 |
Avg Bars in Losers | 36 | 49 | 23 | 41 | 49 | 34 |
Bars Traded | 6846 | 3696 | 3150 | 6846 | 3696 | 3150 |
Profit Streak | 0 | 0 | 0 | 139.1688 | 254.5021 | 139.1688 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10039 | 321668 | -582186 | -580977 | -581391 | -583800 |
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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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