Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315501.7394 | 182754.7915 | 132746.9479 | -32532.572 | -641686.2538 | 609153.6819 |
Total P&L (%) | 315.5017 | 182.7548 | 132.7469 | -32.5326 | -641.6863 | 609.1537 |
Avg Daily Profit (%) | 0.207 | 0.1199 | 0.0871 | -0.0258 | 0 | 0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226814 | -139862 | -105132 | -1463991 | -1041513 | -465106 |
Profit Factor | 1.3581 | 1.3758 | 1.3363 | 0.989 | 0.6254 | 1.491 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 46.1538 | 40.4762 | 51.7647 | 46.1538 | 40.4762 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.5844 | 2.0232 | 1.2452 | 1.1538 | 0.9197 | 1.3893 |
Largest Winning Trade | 296181 | 296181 | 53400 | 490534 | 290803 | 490534 |
Largest Losing Trade | -39767 | -39767 | -39593 | -377019 | -377019 | -164481 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 71 | 66 | 75 | 71 | 66 | 75 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 9060 | 4153 | 4907 | 9060 | 4153 | 4907 |
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 | 310333 | -35309 | -76471 | -579721 | -584811 | -19763 |
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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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