Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365322.533 | 382383.8844 | -17061.3515 | -19120.0208 | 21783.9449 | -40903.9657 |
Total P&L (%) | 365.3225 | 382.3839 | -17.0614 | -19.12 | 21.7839 | -40.904 |
Avg Daily Profit (%) | 0.1594 | 0.1668 | -0.0074 | -0.0093 | 0.0086 | -0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173398 | -155139 | -136650 | -144097 | -151995 | -112480 |
Profit Factor | 1.3951 | 1.8928 | 0.9656 | 0.9678 | 1.0705 | 0.8562 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 49.6894 | 46.9136 | 52.5 | 49.6894 | 46.9136 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4126 | 2.1418 | 0.8737 | 0.9799 | 1.2114 | 0.7747 |
Largest Winning Trade | 199678 | 199678 | 44556 | 81814 | 81814 | 32371 |
Largest Losing Trade | -42395 | -40480 | -42395 | -65314 | -65314 | -31956 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Losers | 35 | 37 | 32 | 35 | 37 | 32 |
Bars Traded | 6427 | 3449 | 2978 | 6427 | 3449 | 2978 |
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 | 311824 | -2227 | -599912 | -580055 | -343175 | -599912 |
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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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