Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487948.2672 | 500508.0084 | -12559.7413 | -171075.8374 | 133276.2737 | -304352.1111 |
Total P&L (%) | 487.9483 | 500.508 | -12.5597 | -171.0758 | 133.2763 | -304.3521 |
Avg Daily Profit (%) | 0.195 | 0.2 | -0.005 | 0 | 0.0339 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140528 | -96252 | -176685 | -321961 | -92582 | -361280 |
Profit Factor | 1.431 | 2.0256 | 0.9805 | 0.8213 | 1.3705 | 0.4905 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 36 | 34 | 91 | 48 | 43 |
Losing Trades | 96 | 47 | 49 | 75 | 35 | 40 |
Profitability (%) | 42.1687 | 43.3735 | 40.9639 | 54.8193 | 57.8313 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.9626 | 2.6446 | 1.4131 | 0.6769 | 0.9993 | 0.4563 |
Largest Winning Trade | 136908 | 136908 | 68926 | 94802 | 94802 | 28803 |
Largest Losing Trade | -111373 | -37137 | -111373 | -212936 | -53004 | -212936 |
Avg Bars in Trades | 58 | 45 | 72 | 58 | 45 | 72 |
Avg Bars in Winners | 79 | 52 | 107 | 54 | 50 | 58 |
Avg Bars in Losers | 44 | 39 | 48 | 64 | 38 | 87 |
Bars Traded | 9769 | 3740 | 6029 | 9769 | 3740 | 6029 |
Profit Streak | 0 | 0 | 0 | 45.569 | 45.569 | 91.819 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266334 | 323233 | -582957 | -578295 | -147576 | -579515 |
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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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