Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404810.2897 | 381733.7362 | 23076.5535 | -92169.4511 | -43299.3845 | -48870.0665 |
Total P&L (%) | 404.8103 | 381.7337 | 23.0766 | -92.1695 | -43.2994 | -48.8701 |
Avg Daily Profit (%) | 0.1715 | 0.1617 | 0.0098 | -0.1078 | -0.024 | -0.0284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175998 | -112740 | -252700 | -243345 | -100959 | -152279 |
Profit Factor | 1.3932 | 1.7557 | 1.044 | 0.7406 | 0.7283 | 0.7506 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 48.9011 | 43.956 | 53.8462 | 48.9011 | 43.956 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4558 | 2.2386 | 0.8949 | 0.7739 | 0.9286 | 0.6434 |
Largest Winning Trade | 165939 | 165939 | 61377 | 71486 | 44241 | 71486 |
Largest Losing Trade | -96430 | -29075 | -96430 | -116818 | -50432 | -116818 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4652 | 2185 | 2467 | 4652 | 2185 | 2467 |
Profit Streak | 0 | 0 | 84.2821 | 0 | 0 | 84.2821 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318023 | 296594 | -356574 | -579974 | -583161 | -578947 |
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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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