Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475633.0529 | 536202.5875 | -60569.5346 | -67448.8504 | 183700.4242 | -251149.2746 |
Total P&L (%) | 475.6331 | 536.2026 | -60.5695 | -67.4489 | 183.7004 | -251.1493 |
Avg Daily Profit (%) | 0.2002 | 0.2257 | -0.0255 | -0.0472 | 0.0439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273915 | -178078 | -174633 | -1802067 | -1302207 | -520053 |
Profit Factor | 1.3698 | 1.9032 | 0.9125 | 0.9811 | 1.0979 | 0.851 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 45.5056 | 43.8202 | 47.191 | 45.5056 | 43.8202 | 47.191 |
Ratio Avg Win / Avg Loss | 1.6404 | 2.44 | 1.0212 | 1.1749 | 1.4076 | 0.9523 |
Largest Winning Trade | 208630 | 208630 | 64549 | 944583 | 944583 | 227646 |
Largest Losing Trade | -44403 | -42477 | -44403 | -420829 | -420829 | -317956 |
Avg Bars in Trades | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Winners | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 9360 | 4164 | 5196 | 9360 | 4164 | 5196 |
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 | 303444 | 329453 | -580520 | -579926 | -249829 | -582186 |
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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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