Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243086.3156 | 311769.5855 | -68683.2698 | -87130.042 | -59249.4284 | -27880.6135 |
Total P&L (%) | 243.0863 | 311.7696 | -68.6833 | -87.13 | -59.2494 | -27.8806 |
Avg Daily Profit (%) | 0.1229 | 0.1577 | -0.0347 | -0.1036 | -0.0454 | -0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133726 | -141882 | -247297 | -122724 | -113030 | -107069 |
Profit Factor | 1.2088 | 1.484 | 0.868 | 0.8368 | 0.8215 | 0.8619 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 54.1176 | 52.9412 | 55.2941 | 54.1176 | 52.9412 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.0248 | 1.3191 | 0.7018 | 0.7095 | 0.7302 | 0.6969 |
Largest Winning Trade | 151277 | 151277 | 62569 | 41785 | 41785 | 36161 |
Largest Losing Trade | -53139 | -44401 | -53139 | -41717 | -41717 | -21386 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 22 | 28 | 17 | 22 | 28 | 17 |
Bars Traded | 3765 | 2208 | 1557 | 3765 | 2208 | 1557 |
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 | -27676 | 316785 | -580140 | -579075 | -580445 | -580140 |
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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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