Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373085.4739 | 374988.9485 | -1903.4746 | -80414.9704 | 142495.0455 | -222910.0159 |
Total P&L (%) | 373.0855 | 374.9889 | -1.9035 | -80.415 | 142.495 | -222.91 |
Avg Daily Profit (%) | 0.2348 | 0.236 | -0.0012 | -0.1026 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212675 | -122181 | -160507 | -528944 | -208527 | -387267 |
Profit Factor | 1.3428 | 1.7778 | 0.9969 | 0.9447 | 1.2427 | 0.743 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 47.929 | 45.2381 | 50.5882 | 47.929 | 45.2381 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.4589 | 2.152 | 0.9737 | 1.0264 | 1.5044 | 0.7257 |
Largest Winning Trade | 329167 | 329167 | 52650 | 216737 | 216737 | 105067 |
Largest Losing Trade | -80564 | -36871 | -80564 | -178054 | -83882 | -178054 |
Avg Bars in Trades | 110 | 119 | 101 | 110 | 119 | 101 |
Avg Bars in Winners | 122 | 135 | 111 | 122 | 135 | 111 |
Avg Bars in Losers | 99 | 105 | 92 | 99 | 105 | 92 |
Bars Traded | 18683 | 10022 | 8661 | 18683 | 10022 | 8661 |
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 | 300381 | 328278 | -581028 | -579031 | -119793 | -581028 |
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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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