Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171310.0193 | 182154.2421 | -10844.2228 | -95860.6516 | 1495969.7664 | -1591830.418 |
Total P&L (%) | 171.31 | 182.1542 | -10.8442 | -95.8607 | 1495.9698 | -1591.8304 |
Avg Daily Profit (%) | 0.1163 | 0.1237 | -0.0074 | -0.216 | 0.1883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -481989 | -238881 | -276472 | -2809845 | -535112 | -2903169 |
Profit Factor | 1.1095 | 1.2184 | 0.9852 | 0.9878 | 1.5292 | 0.6819 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 166 | 74 | 92 | 166 | 74 | 92 |
Losing Trades | 164 | 91 | 73 | 164 | 91 | 73 |
Profitability (%) | 50.303 | 44.8485 | 55.7576 | 50.303 | 44.8485 | 55.7576 |
Ratio Avg Win / Avg Loss | 1.0961 | 1.4983 | 0.7817 | 0.9759 | 1.8804 | 0.5411 |
Largest Winning Trade | 194794 | 194794 | 39216 | 505335 | 505335 | 284100 |
Largest Losing Trade | -79536 | -32475 | -79536 | -2238147 | -168730 | -2238147 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 5846 | 2887 | 2959 | 5846 | 2887 | 2959 |
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 | -135753 | -29699 | -579445 | -578735 | 328187 | -579445 |
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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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