Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520309.0251 | 548297.2427 | -27988.2176 | -1585.8889 | 342441.5187 | -344027.4075 |
Total P&L (%) | 520.309 | 548.2972 | -27.9882 | -1.5859 | 342.4415 | -344.0274 |
Avg Daily Profit (%) | 0.2774 | 0.2924 | -0.0149 | -0.0009 | 0.0793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195693 | -94877 | -140689 | -391017 | -168183 | -368666 |
Profit Factor | 1.4944 | 2.0731 | 0.9483 | 0.9991 | 1.4428 | 0.654 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 42.8571 | 42.1053 | 43.617 | 42.8571 | 42.1053 | 43.617 |
Ratio Avg Win / Avg Loss | 1.9925 | 2.8505 | 1.2259 | 1.3321 | 1.9839 | 0.8454 |
Largest Winning Trade | 332909 | 332909 | 44578 | 332749 | 332749 | 107435 |
Largest Losing Trade | -44076 | -33025 | -44076 | -140876 | -92311 | -140876 |
Avg Bars in Trades | 56 | 48 | 65 | 56 | 48 | 65 |
Avg Bars in Winners | 85 | 72 | 98 | 85 | 72 | 98 |
Avg Bars in Losers | 35 | 30 | 39 | 35 | 30 | 39 |
Bars Traded | 10734 | 4607 | 6127 | 10734 | 4607 | 6127 |
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 | 334598 | 338317 | -581896 | -580899 | -88333 | -583563 |
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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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