Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252846.3035 | 285945.1837 | -33098.8802 | -48973.2763 | 33698.3086 | -82671.5849 |
Total P&L (%) | 252.8463 | 285.9452 | -33.0989 | -48.9733 | 33.6983 | -82.6716 |
Avg Daily Profit (%) | 0.2359 | 0.2668 | -0.0309 | -0.0628 | 0.0271 | -0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189838 | -112231 | -103442 | -468505 | -291749 | -328434 |
Profit Factor | 1.3398 | 1.8049 | 0.9149 | 0.9725 | 1.0402 | 0.9123 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 44.3787 | 35.2941 | 53.5714 | 44.3787 | 35.2941 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6792 | 3.309 | 0.7929 | 1.2189 | 1.907 | 0.7907 |
Largest Winning Trade | 376908 | 376908 | 37574 | 332624 | 332624 | 108167 |
Largest Losing Trade | -30173 | -21276 | -30173 | -113097 | -57093 | -113097 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 31 | 28 | 32 | 31 | 28 | 32 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 4155 | 1763 | 2392 | 4155 | 1763 | 2392 |
Profit Streak | 0 | 0 | 16.8657 | 0 | 0 | 16.8657 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300350 | 210521 | -579794 | -580134 | -340420 | -579794 |
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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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