Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179523.4938 | 202868.1884 | -23344.6946 | -82937.5424 | 749.5709 | -83687.1133 |
Total P&L (%) | 179.5235 | 202.8682 | -23.3447 | -82.9375 | 0.7496 | -83.6871 |
Avg Daily Profit (%) | 0.1436 | 0.1623 | -0.0187 | -0.1414 | 0.0006 | -0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140764 | -100183 | -94352 | -96149 | -51327 | -116921 |
Profit Factor | 1.138 | 1.3276 | 0.9658 | 0.8479 | 1.003 | 0.7163 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 55.102 | 54.386 | 55.814 | 55.102 | 54.386 | 55.814 |
Ratio Avg Win / Avg Loss | 0.9273 | 1.1135 | 0.7646 | 0.6909 | 0.8412 | 0.5671 |
Largest Winning Trade | 57633 | 57633 | 22859 | 36344 | 36344 | 13370 |
Largest Losing Trade | -83941 | -38704 | -83941 | -83443 | -34948 | -83443 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Losers | 48 | 53 | 43 | 48 | 53 | 43 |
Bars Traded | 14884 | 7840 | 7044 | 14884 | 7840 | 7044 |
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 | -69256 | 304568 | -579678 | -578323 | -575777 | -579678 |
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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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