Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472143.8005 | 454457.5776 | 17686.2229 | -16591.0868 | 48740.975 | -65332.0618 |
Total P&L (%) | 472.1438 | 454.4576 | 17.6862 | -16.5911 | 48.741 | -65.3321 |
Avg Daily Profit (%) | 0.1889 | 0.1818 | 0.0071 | -0.0073 | 0.0159 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153891 | -94533 | -88725 | -513186 | -364031 | -287625 |
Profit Factor | 1.5719 | 2.0512 | 1.045 | 0.9928 | 1.0382 | 0.9368 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 53.7572 | 51.7241 | 55.814 | 53.7572 | 51.7241 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3521 | 1.9145 | 0.8273 | 0.854 | 0.969 | 0.7416 |
Largest Winning Trade | 474419 | 474419 | 59197 | 281096 | 281096 | 104632 |
Largest Losing Trade | -41357 | -28816 | -41357 | -118921 | -112695 | -118921 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4806 | 2138 | 2668 | 4806 | 2138 | 2668 |
Profit Streak | 0 | 0 | 12.365 | 0 | 0 | 12.365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393914 | 415592 | -363488 | -579107 | -353083 | -579730 |
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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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