Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456918.347 | 483694.8329 | -26776.4859 | -61986.9361 | 45871.7334 | -107858.6695 |
Total P&L (%) | 456.9183 | 483.6948 | -26.7765 | -61.9869 | 45.8717 | -107.8587 |
Avg Daily Profit (%) | 0.1915 | 0.2027 | -0.0112 | -0.0405 | 0.0158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177753 | -68927 | -244061 | -196968 | -99914 | -207164 |
Profit Factor | 1.5005 | 2.2597 | 0.9494 | 0.8949 | 1.1803 | 0.6784 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.0549 | 43.4783 | 46.6667 | 45.0549 | 43.4783 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8298 | 2.9377 | 1.085 | 1.0913 | 1.5344 | 0.7753 |
Largest Winning Trade | 143262 | 143262 | 65177 | 96902 | 96902 | 59268 |
Largest Losing Trade | -70640 | -53466 | -70640 | -90512 | -90512 | -88335 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 105 | 108 | 101 | 105 | 108 | 101 |
Avg Bars in Losers | 52 | 71 | 31 | 52 | 71 | 31 |
Bars Traded | 6942 | 4047 | 2895 | 6942 | 4047 | 2895 |
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 | 298372 | 341393 | -580341 | -580791 | -196942 | -582008 |
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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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