Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390836.8183 | 365868.4284 | 24968.3899 | -62208.9648 | 476180.7686 | -538389.7334 |
Total P&L (%) | 390.8368 | 365.8684 | 24.9684 | -62.209 | 476.1808 | -538.3897 |
Avg Daily Profit (%) | 0.2647 | 0.2478 | 0.0169 | -0.0659 | 0.1187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242030 | -132800 | -131891 | -1382701 | -593908 | -897679 |
Profit Factor | 1.4007 | 1.6727 | 1.0579 | 0.98 | 1.2972 | 0.6419 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 44.2424 | 37.3494 | 51.2195 | 44.2424 | 37.3494 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.7653 | 2.8059 | 1.0075 | 1.235 | 2.1759 | 0.6113 |
Largest Winning Trade | 341930 | 341930 | 73274 | 739560 | 739560 | 116333 |
Largest Losing Trade | -44815 | -30835 | -44815 | -636598 | -241714 | -636598 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 36 | 26 | 44 | 36 | 26 | 44 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 4320 | 1675 | 2645 | 4320 | 1675 | 2645 |
Profit Streak | 0 | 0 | 17.4693 | 0 | 0 | 17.4693 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319944 | 224069 | -334448 | -580208 | -38382 | -584510 |
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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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