Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469225.1999 | 507887.3535 | -38662.1535 | -83459.9737 | -127045.5679 | 43585.5942 |
Total P&L (%) | 469.2252 | 507.8874 | -38.6622 | -83.46 | -127.0456 | 43.5856 |
Avg Daily Profit (%) | 0.2431 | 0.2631 | -0.02 | -0.0932 | 0 | 0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178349 | -160787 | -139472 | -236808 | -197733 | -74289 |
Profit Factor | 1.4845 | 1.8647 | 0.8986 | 0.8629 | 0.6623 | 1.1875 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 77 | 31 | 46 | 77 | 31 | 46 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 43.0168 | 34.8315 | 51.1111 | 43.0168 | 34.8315 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.9664 | 3.4887 | 0.8595 | 1.143 | 1.2392 | 1.1359 |
Largest Winning Trade | 574502 | 574502 | 46821 | 80792 | 66502 | 80792 |
Largest Losing Trade | -52848 | -52848 | -52487 | -40656 | -40656 | -31307 |
Avg Bars in Trades | 58 | 76 | 41 | 58 | 76 | 41 |
Avg Bars in Winners | 71 | 96 | 54 | 71 | 96 | 54 |
Avg Bars in Losers | 48 | 65 | 27 | 48 | 65 | 27 |
Bars Traded | 10505 | 6792 | 3712 | 10505 | 6792 | 3712 |
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 | 307199 | 212436 | -580947 | -580889 | -585326 | -184147 |
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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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