Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324159.3059 | 371431.5274 | -47272.2215 | -75131.1166 | 10680.1729 | -85811.2896 |
Total P&L (%) | 324.1593 | 371.4315 | -47.2722 | -75.1311 | 10.6802 | -85.8113 |
Avg Daily Profit (%) | 0.1675 | 0.1919 | -0.0244 | -0.0719 | 0.0052 | -0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191247 | -128235 | -134644 | -88843 | -62028 | -72811 |
Profit Factor | 1.3487 | 1.8768 | 0.9066 | 0.757 | 1.0949 | 0.5635 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 48.1928 | 44.5783 | 51.8072 | 48.1928 | 44.5783 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.4498 | 2.3334 | 0.8433 | 0.8138 | 1.3612 | 0.5242 |
Largest Winning Trade | 292959 | 292959 | 62626 | 29208 | 29208 | 27387 |
Largest Losing Trade | -79895 | -36011 | -79895 | -52755 | -27352 | -52755 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 46 | 35 | 55 | 46 | 35 | 55 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 5777 | 2376 | 3401 | 5777 | 2376 | 3401 |
Profit Streak | 0 | 0 | 28.4808 | 0 | 0 | 28.4808 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284088 | 322270 | -580335 | -580611 | -448755 | -580335 |
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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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