Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222671.9392 | 166246.5179 | 56425.4213 | -47408.8718 | 55938.4766 | -103347.3484 |
Total P&L (%) | 222.6719 | 166.2465 | 56.4254 | -47.4089 | 55.9385 | -103.3473 |
Avg Daily Profit (%) | 0.1637 | 0.1222 | 0.0415 | -0.0472 | 0.0327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176523 | -84624 | -151615 | -315356 | -98411 | -299901 |
Profit Factor | 1.2658 | 1.4865 | 1.1138 | 0.9478 | 1.1631 | 0.8175 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 53.5519 | 52.1739 | 54.9451 | 53.5519 | 52.1739 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.0979 | 1.3626 | 0.9133 | 0.8221 | 1.0662 | 0.6703 |
Largest Winning Trade | 55447 | 55447 | 41580 | 100621 | 100621 | 53147 |
Largest Losing Trade | -85927 | -28093 | -85927 | -163184 | -74194 | -163184 |
Avg Bars in Trades | 84 | 57 | 111 | 84 | 57 | 111 |
Avg Bars in Winners | 83 | 43 | 121 | 83 | 43 | 121 |
Avg Bars in Losers | 86 | 74 | 99 | 86 | 74 | 99 |
Bars Traded | 15516 | 5335 | 10181 | 15516 | 5335 | 10181 |
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 | 309767 | -28652 | -235101 | -579359 | -191284 | -580448 |
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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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