Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482740.8779 | 540812.6667 | -58071.7888 | -79641.1373 | -76736.2334 | -2904.9039 |
Total P&L (%) | 482.7409 | 540.8127 | -58.0718 | -79.6411 | -76.7362 | -2.9049 |
Avg Daily Profit (%) | 0.2601 | 0.2913 | -0.0313 | -0.0857 | -0.0785 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -289571 | -259465 | -90632 | -437813 | -475556 | -158250 |
Profit Factor | 1.5062 | 1.8718 | 0.8258 | 0.94 | 0.9183 | 0.9925 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 49.3976 | 43.3735 | 55.4217 | 49.3976 | 43.3735 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.5429 | 2.4437 | 0.6642 | 0.9629 | 1.1989 | 0.7983 |
Largest Winning Trade | 600911 | 600911 | 24667 | 382290 | 382290 | 82013 |
Largest Losing Trade | -48126 | -48126 | -32585 | -216976 | -216976 | -72304 |
Avg Bars in Trades | 32 | 54 | 11 | 32 | 54 | 11 |
Avg Bars in Winners | 41 | 79 | 11 | 41 | 79 | 11 |
Avg Bars in Losers | 24 | 35 | 11 | 24 | 35 | 11 |
Bars Traded | 5452 | 4510 | 942 | 5452 | 4510 | 942 |
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 | 404093 | 340638 | -580129 | -580142 | -582020 | -580129 |
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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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