Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285336.0687 | 266270.0422 | 19066.0265 | -50133.3549 | 41283.1862 | -91416.5411 |
Total P&L (%) | 285.3361 | 266.27 | 19.066 | -50.1334 | 41.2832 | -91.4165 |
Avg Daily Profit (%) | 0.1783 | 0.1663 | 0.0119 | -0.0435 | 0.0216 | -0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99560 | -94988 | -106911 | -106008 | -94920 | -130957 |
Profit Factor | 1.2869 | 1.5182 | 1.0397 | 0.9309 | 1.1195 | 0.7598 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 52.6012 | 45.977 | 59.3023 | 52.6012 | 45.977 | 59.3023 |
Ratio Avg Win / Avg Loss | 1.1596 | 1.7839 | 0.7135 | 0.8389 | 1.3154 | 0.5214 |
Largest Winning Trade | 168168 | 168168 | 35959 | 68433 | 68433 | 26300 |
Largest Losing Trade | -51580 | -37573 | -51580 | -68006 | -26083 | -68006 |
Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
Avg Bars in Winners | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Losers | 59 | 69 | 46 | 59 | 69 | 46 |
Bars Traded | 9333 | 5388 | 3945 | 9333 | 5388 | 3945 |
Profit Streak | 0 | 0 | 18.7879 | 0 | 0 | 18.7879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312560 | 287134 | -361569 | -579534 | -257056 | -579335 |
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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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