Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342480.5028 | 338708.5363 | 3771.9665 | -12645.7687 | 56663.8986 | -69309.6673 |
Total P&L (%) | 342.4805 | 338.7085 | 3.772 | -12.6458 | 56.6639 | -69.3097 |
Avg Daily Profit (%) | 0.176 | 0.1741 | 0.0019 | -0.0069 | 0.0231 | -0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182556 | -119320 | -144805 | -201479 | -136719 | -156996 |
Profit Factor | 1.3843 | 1.823 | 1.0079 | 0.9802 | 1.1999 | 0.805 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 46.9136 | 44.4444 | 49.3827 | 46.9136 | 44.4444 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.5665 | 2.2788 | 1.0331 | 1.1092 | 1.4998 | 0.8251 |
Largest Winning Trade | 225790 | 225790 | 58314 | 64264 | 64264 | 58589 |
Largest Losing Trade | -58120 | -33090 | -58120 | -87303 | -65579 | -87303 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5650 | 2373 | 3277 | 5650 | 2373 | 3277 |
Profit Streak | 0 | 0 | 59.4944 | 0 | 0 | 59.4944 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315899 | -2982 | -578677 | -579462 | -177441 | -591581 |
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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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