Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431073.0034 | 401339.6218 | 29733.3816 | -48113.1766 | 125415.2978 | -173528.4744 |
Total P&L (%) | 431.073 | 401.3396 | 29.7334 | -48.1132 | 125.4153 | -173.5285 |
Avg Daily Profit (%) | 0.1984 | 0.1847 | 0.0137 | -0.0302 | 0.0374 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158132 | -122132 | -117810 | -898252 | -491155 | -450021 |
Profit Factor | 1.5029 | 1.7972 | 1.084 | 0.9741 | 1.1189 | 0.7842 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.7341 | 2.3963 | 1.084 | 1.124 | 1.4919 | 0.7842 |
Largest Winning Trade | 486948 | 486948 | 51104 | 631577 | 631577 | 110169 |
Largest Losing Trade | -60638 | -34911 | -60638 | -235890 | -235890 | -182364 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 56 | 46 | 65 | 56 | 46 | 65 |
Avg Bars in Losers | 40 | 54 | 23 | 40 | 54 | 23 |
Bars Traded | 8053 | 4286 | 3767 | 8053 | 4286 | 3767 |
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 | 343195 | 280519 | -306111 | -579620 | -235751 | -581107 |
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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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