Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353623.4515 | 294786.5712 | 58836.8803 | -25518.8127 | -210504.9988 | 184986.186 |
Total P&L (%) | 353.6235 | 294.7866 | 58.8369 | -25.5188 | -210.505 | 184.9862 |
Avg Daily Profit (%) | 0.1846 | 0.1539 | 0.0307 | -0.0154 | 0 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161814 | -113894 | -104452 | -1277373 | -693809 | -754356 |
Profit Factor | 1.3859 | 1.6057 | 1.1369 | 0.9942 | 0.9197 | 1.1041 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 50.3185 | 47.4359 | 53.1646 | 50.3185 | 47.4359 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.3684 | 1.7793 | 1.0016 | 0.9816 | 1.0191 | 0.9727 |
Largest Winning Trade | 297124 | 297124 | 64712 | 336025 | 336025 | 233038 |
Largest Losing Trade | -58503 | -41042 | -58503 | -541785 | -541785 | -173523 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3685 | 1576 | 2109 | 3685 | 1576 | 2109 |
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 | 332648 | -24911 | -248755 | -579636 | -614288 | -253834 |
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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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