Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859915.695 | 843720.8623 | 16194.8327 | -11553.2463 | -89758.7258 | 78205.4795 |
Total P&L (%) | 859.9157 | 843.7209 | 16.1948 | -11.5532 | -89.7587 | 78.2055 |
Avg Daily Profit (%) | 0.3567 | 0.3499 | 0.0067 | -0.0051 | -0.0945 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151341 | -157594 | -28609 | -624389 | -708581 | -65169 |
Profit Factor | 1.9789 | 2.0572 | 1.2015 | 0.9944 | 0.9538 | 1.5824 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 46.0123 | 40.7407 | 51.2195 | 46.0123 | 40.7407 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.322 | 2.9923 | 1.1443 | 1.1668 | 1.3874 | 1.5071 |
Largest Winning Trade | 558099 | 558099 | 7609 | 586674 | 586674 | 25284 |
Largest Losing Trade | -43292 | -43292 | -7029 | -288542 | -288542 | -25299 |
Avg Bars in Trades | 41 | 81 | 1 | 41 | 81 | 1 |
Avg Bars in Winners | 41 | 92 | 1 | 41 | 92 | 1 |
Avg Bars in Losers | 41 | 74 | 1 | 41 | 74 | 1 |
Bars Traded | 6712 | 6621 | 91 | 6712 | 6621 | 91 |
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 | 447822 | -2329 | -197816 | -579808 | -594670 | -161951 |
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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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