Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334865.0304 | 306239.3152 | 28625.7152 | -58336.6438 | -154647.8794 | 96311.2356 |
Total P&L (%) | 334.865 | 306.2393 | 28.6257 | -58.3366 | -154.6479 | 96.3112 |
Avg Daily Profit (%) | 0.1761 | 0.1611 | 0.0151 | -0.046 | 0 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175585 | -192717 | -49494 | -503053 | -470531 | -67409 |
Profit Factor | 1.3563 | 1.4217 | 1.1341 | 0.9563 | 0.8555 | 1.3652 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 46.7836 | 47.6744 | 45.8824 | 46.7836 | 47.6744 | 45.8824 |
Ratio Avg Win / Avg Loss | 1.5428 | 1.5604 | 1.3376 | 1.0877 | 0.9389 | 1.6103 |
Largest Winning Trade | 210592 | 210592 | 28663 | 236884 | 236884 | 100438 |
Largest Losing Trade | -36454 | -36454 | -18997 | -139395 | -139395 | -53253 |
Avg Bars in Trades | 65 | 112 | 18 | 65 | 112 | 18 |
Avg Bars in Winners | 79 | 135 | 19 | 79 | 135 | 19 |
Avg Bars in Losers | 53 | 91 | 17 | 53 | 91 | 17 |
Bars Traded | 11241 | 9680 | 1561 | 11241 | 9680 | 1561 |
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 | 309641 | 287947 | -250685 | -579466 | -582006 | -145552 |
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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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