Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384804.8295 | 387153.9414 | -2349.1119 | -1108.2891 | 115082.2819 | -116190.5709 |
Total P&L (%) | 384.8048 | 387.1539 | -2.3491 | -1.1083 | 115.0823 | -116.1906 |
Avg Daily Profit (%) | 0.1683 | 0.1693 | -0.001 | -0.0005 | 0.0335 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163267 | -138606 | -196638 | -114251 | -42199 | -176411 |
Profit Factor | 1.5015 | 2.0196 | 0.9939 | 0.9974 | 1.7526 | 0.5747 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 42.1687 | 42.8571 | 41.4634 | 42.1687 | 42.8571 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.0592 | 2.6928 | 1.4032 | 1.3679 | 2.3368 | 0.8113 |
Largest Winning Trade | 224387 | 224387 | 54512 | 67509 | 67509 | 38064 |
Largest Losing Trade | -44362 | -32892 | -44362 | -51334 | -16200 | -51334 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 69 | 70 | 67 | 69 | 70 | 67 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 4367 | 2409 | 1958 | 4367 | 2409 | 1958 |
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 | 196315 | 304638 | -582395 | -583434 | -147560 | -584062 |
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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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