Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414206.0769 | 487379.6757 | -73173.5988 | -75255.7906 | -46739.6927 | -28516.0979 |
Total P&L (%) | 414.2061 | 487.3797 | -73.1736 | -75.2558 | -46.7397 | -28.5161 |
Avg Daily Profit (%) | 0.1743 | 0.2051 | -0.0308 | -0.0588 | -0.0265 | -0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207916 | -135245 | -216113 | -139605 | -102575 | -58511 |
Profit Factor | 1.3191 | 1.8312 | 0.8972 | 0.8649 | 0.84 | 0.8923 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 45.8824 | 43.5294 | 48.2353 | 45.8824 | 43.5294 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.5559 | 2.3757 | 0.9628 | 1.0201 | 1.0897 | 0.9576 |
Largest Winning Trade | 161919 | 161919 | 62077 | 45366 | 45366 | 24951 |
Largest Losing Trade | -53810 | -34643 | -53810 | -44024 | -26981 | -44024 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4627 | 2391 | 2236 | 4627 | 2391 | 2236 |
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 | 298096 | 308670 | -581513 | -579544 | -581676 | -581513 |
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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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