Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237486.6658 | 262363.7253 | -24877.0594 | -119444.1223 | 142828.7305 | -262272.8528 |
Total P&L (%) | 237.4867 | 262.3637 | -24.8771 | -119.4441 | 142.8287 | -262.2729 |
Avg Daily Profit (%) | 0.1924 | 0.2126 | -0.0202 | 0 | 0.0719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124000 | -85468 | -108022 | -686546 | -138246 | -573562 |
Profit Factor | 1.2769 | 1.8358 | 0.9543 | 0.9006 | 1.4732 | 0.7086 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 96 | 46 | 50 | 76 | 40 | 36 |
Losing Trades | 64 | 34 | 30 | 84 | 40 | 44 |
Profitability (%) | 60 | 57.5 | 62.5 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 0.8512 | 1.3569 | 0.5726 | 0.9954 | 1.4732 | 0.866 |
Largest Winning Trade | 64007 | 64007 | 33683 | 102141 | 37824 | 102141 |
Largest Losing Trade | -105673 | -28001 | -105673 | -514412 | -24103 | -514412 |
Avg Bars in Trades | 89 | 80 | 98 | 89 | 80 | 98 |
Avg Bars in Winners | 77 | 65 | 88 | 98 | 88 | 109 |
Avg Bars in Losers | 108 | 101 | 115 | 82 | 73 | 90 |
Bars Traded | 14355 | 6451 | 7904 | 14355 | 6451 | 7904 |
Profit Streak | 24.4134 | 24.4134 | 43.08 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339529 | -7563 | -596915 | -580911 | -115247 | -602180 |
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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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