Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444901.6546 | 531117.5461 | -86215.8914 | -97753.7202 | 3817.2719 | -101570.9922 |
Total P&L (%) | 444.9017 | 531.1175 | -86.2159 | -97.7537 | 3.8173 | -101.571 |
Avg Daily Profit (%) | 0.2995 | 0.3576 | -0.058 | -0.2552 | 0.0025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282699 | -260056 | -177451 | -1144752 | -837168 | -353326 |
Profit Factor | 1.3435 | 1.6712 | 0.8289 | 0.9477 | 1.0033 | 0.8591 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 47.8495 | 43.0108 | 52.6882 | 47.8495 | 43.0108 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.4643 | 2.2144 | 0.7443 | 1.0329 | 1.3294 | 0.7714 |
Largest Winning Trade | 683404 | 683404 | 29156 | 719872 | 719872 | 240600 |
Largest Losing Trade | -55288 | -42063 | -55288 | -237678 | -237678 | -188612 |
Avg Bars in Trades | 31 | 44 | 18 | 31 | 44 | 18 |
Avg Bars in Winners | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Losers | 36 | 50 | 19 | 36 | 50 | 19 |
Bars Traded | 5857 | 4145 | 1712 | 5857 | 4145 | 1712 |
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 | 322534 | 342956 | -580457 | -578973 | -575112 | -580457 |
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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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