Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433381.8754 | 473103.2246 | -39721.3492 | -51889.8226 | 21763.4968 | -73653.3194 |
Total P&L (%) | 433.3819 | 473.1032 | -39.7213 | -51.8898 | 21.7635 | -73.6533 |
Avg Daily Profit (%) | 0.2304 | 0.2515 | -0.0211 | -0.0389 | 0.0105 | -0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112430 | -109085 | -132054 | -211868 | -189953 | -122523 |
Profit Factor | 1.313 | 1.6861 | 0.9428 | 0.9618 | 1.0305 | 0.8854 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 43.9759 | 41.5663 | 46.3855 | 43.9759 | 41.5663 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.6728 | 2.3703 | 1.0898 | 1.2253 | 1.4486 | 1.0234 |
Largest Winning Trade | 279433 | 279433 | 48718 | 110183 | 110183 | 53541 |
Largest Losing Trade | -53349 | -41482 | -53349 | -75676 | -75676 | -57149 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 5289 | 2419 | 2870 | 5289 | 2419 | 2870 |
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 | 317745 | 308429 | -579925 | -579440 | -374261 | -579925 |
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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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