Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422454.2135 | 263767.9123 | 158686.3012 | -15080.0516 | -153781.9457 | 138701.8941 |
Total P&L (%) | 422.4542 | 263.7679 | 158.6863 | -15.0801 | -153.7819 | 138.7019 |
Avg Daily Profit (%) | 0.2543 | 0.1588 | 0.0955 | -0.0098 | 0 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232502 | -217831 | -70678 | -649094 | -646161 | -85698 |
Profit Factor | 1.4923 | 1.4707 | 1.5332 | 0.9897 | 0.8549 | 1.3398 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 46.5517 | 40.2299 | 52.8736 | 46.5517 | 40.2299 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.7134 | 2.185 | 1.3665 | 1.1364 | 1.2701 | 1.1942 |
Largest Winning Trade | 415992 | 415992 | 50701 | 507526 | 507526 | 67724 |
Largest Losing Trade | -45019 | -45019 | -33861 | -226846 | -226846 | -78207 |
Avg Bars in Trades | 18 | 23 | 13 | 18 | 23 | 13 |
Avg Bars in Winners | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Losers | 16 | 21 | 9 | 16 | 21 | 9 |
Bars Traded | 3195 | 2036 | 1159 | 3195 | 2036 | 1159 |
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 | 370946 | 203888 | -63585 | -579263 | -582954 | -122290 |
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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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