Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350956.2476 | 395410.833 | -44454.5853 | -93841.6192 | 32128.5889 | -125970.2081 |
Total P&L (%) | 350.9562 | 395.4108 | -44.4546 | -93.8416 | 32.1286 | -125.9702 |
Avg Daily Profit (%) | 0.2192 | 0.2469 | -0.0278 | -0.1739 | 0.0174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227438 | -125504 | -204454 | -109414 | -42386 | -140972 |
Profit Factor | 1.3283 | 1.7362 | 0.9164 | 0.7125 | 1.2614 | 0.3808 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 46.5839 | 38.2716 | 55 | 46.5839 | 38.2716 | 55 |
Ratio Avg Win / Avg Loss | 1.5231 | 2.8004 | 0.7498 | 0.8169 | 2.0345 | 0.3116 |
Largest Winning Trade | 268896 | 268896 | 62737 | 81610 | 81610 | 19858 |
Largest Losing Trade | -83320 | -34768 | -83320 | -63129 | -23211 | -63129 |
Avg Bars in Trades | 117 | 103 | 130 | 117 | 103 | 130 |
Avg Bars in Winners | 155 | 161 | 151 | 155 | 161 | 151 |
Avg Bars in Losers | 83 | 67 | 105 | 83 | 67 | 105 |
Bars Traded | 18851 | 8384 | 10467 | 18851 | 8384 | 10467 |
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 | 312048 | -5205 | -599587 | -581262 | -188086 | -599587 |
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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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