Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806122.2926 | 763563.5858 | 42558.7068 | 116383.5261 | -108654.9957 | 225038.5218 |
Total P&L (%) | 806.1223 | 763.5636 | 42.5587 | 116.3835 | -108.655 | 225.0385 |
Avg Daily Profit (%) | 0.4177 | 0.3957 | 0.0221 | 0.04 | 0 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116783 | -105889 | -110308 | -315411 | -517297 | -199985 |
Profit Factor | 1.8561 | 2.5935 | 1.092 | 1.0462 | 0.9218 | 1.1992 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 42.236 | 37.037 | 47.5 | 42.236 | 37.037 | 47.5 |
Ratio Avg Win / Avg Loss | 2.5385 | 4.409 | 1.207 | 1.4309 | 1.567 | 1.3254 |
Largest Winning Trade | 641386 | 641386 | 56764 | 332911 | 332911 | 127746 |
Largest Losing Trade | -63248 | -36441 | -63248 | -152208 | -152208 | -115294 |
Avg Bars in Trades | 141 | 131 | 151 | 141 | 131 | 151 |
Avg Bars in Winners | 196 | 186 | 204 | 196 | 186 | 204 |
Avg Bars in Losers | 100 | 99 | 103 | 100 | 99 | 103 |
Bars Traded | 22740 | 10633 | 12107 | 22740 | 10633 | 12107 |
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 | 404835 | -2343 | -305125 | -311329 | -594999 | -133160 |
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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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