Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516833.2088 | 598850.3798 | -82017.1709 | -95800.1943 | -10140.0369 | -85660.1574 |
Total P&L (%) | 516.8332 | 598.8504 | -82.0172 | -95.8002 | -10.14 | -85.6602 |
Avg Daily Profit (%) | 0.267 | 0.3094 | -0.0424 | -0.1637 | -0.0055 | -0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327923 | -61095 | -288059 | -103863 | -19341 | -91782 |
Profit Factor | 1.5223 | 3.149 | 0.8846 | 0.3055 | 0.686 | 0.1892 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 42.0732 | 42.6829 | 41.4634 | 42.0732 | 42.6829 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.096 | 4.2286 | 1.2489 | 0.4206 | 0.9212 | 0.2671 |
Largest Winning Trade | 598784 | 598784 | 64994 | 13196 | 13196 | 4075 |
Largest Losing Trade | -91891 | -34412 | -91891 | -18648 | -8562 | -18648 |
Avg Bars in Trades | 22 | 7 | 37 | 22 | 7 | 37 |
Avg Bars in Winners | 40 | 10 | 70 | 40 | 10 | 70 |
Avg Bars in Losers | 10 | 5 | 14 | 10 | 5 | 14 |
Bars Traded | 3748 | 649 | 3098 | 3748 | 649 | 3098 |
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 | 331873 | 286720 | -586889 | -582723 | -587803 | -588278 |
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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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