Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337296.0352 | 285711.138 | 51584.8972 | -54106.0127 | -85522.2999 | 31416.2872 |
Total P&L (%) | 337.296 | 285.7111 | 51.5849 | -54.106 | -85.5223 | 31.4163 |
Avg Daily Profit (%) | 0.1743 | 0.1476 | 0.0267 | -0.0402 | -0.0998 | 0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188289 | -194140 | -10713 | -264305 | -268748 | -18093 |
Profit Factor | 1.4315 | 1.4038 | 1.6948 | 0.929 | 0.8744 | 1.385 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 92 | 36 | 56 | 92 | 36 | 56 |
Losing Trades | 89 | 54 | 35 | 89 | 54 | 35 |
Profitability (%) | 50.8287 | 40 | 61.5385 | 50.8287 | 40 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3848 | 2.1058 | 1.0593 | 0.8987 | 1.3115 | 0.8656 |
Largest Winning Trade | 304140 | 304140 | 12366 | 195104 | 195104 | 11378 |
Largest Losing Trade | -44347 | -44347 | -6954 | -53845 | -53845 | -13110 |
Avg Bars in Trades | 63 | 126 | 1 | 63 | 126 | 1 |
Avg Bars in Winners | 56 | 141 | 2 | 56 | 141 | 2 |
Avg Bars in Losers | 71 | 116 | 1 | 71 | 116 | 1 |
Bars Traded | 11573 | 11394 | 179 | 11573 | 11394 | 179 |
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 | 336372 | 58491 | -154938 | -579722 | -583313 | -176572 |
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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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