Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372686.9938 | 367768.3547 | 4918.6391 | -83833.4403 | -16533.3088 | -67300.1315 |
Total P&L (%) | 372.687 | 367.7684 | 4.9186 | -83.8334 | -16.5333 | -67.3001 |
Avg Daily Profit (%) | 0.1578 | 0.1557 | 0.0021 | -0.0771 | -0.0077 | -0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164714 | -92156 | -254295 | -108373 | -31449 | -103541 |
Profit Factor | 1.4593 | 1.9767 | 1.0113 | 0.6553 | 0.8391 | 0.5207 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.7731 | 50.7042 | 52.8571 | 51.7731 | 50.7042 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.3593 | 1.9218 | 0.902 | 0.6104 | 0.8158 | 0.4644 |
Largest Winning Trade | 191531 | 191531 | 51599 | 20405 | 20405 | 10613 |
Largest Losing Trade | -94997 | -35305 | -94997 | -52693 | -14590 | -52693 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 25 | 34 | 16 | 25 | 34 | 16 |
Bars Traded | 4462 | 2522 | 1940 | 4462 | 2522 | 1940 |
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 | 321141 | -75869 | -659093 | -580174 | -667644 | -674310 |
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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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