Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194577.1559 | 171172.7206 | 23404.4353 | -46060.8128 | -82840.052 | 36779.2392 |
Total P&L (%) | 194.5772 | 171.1727 | 23.4044 | -46.0608 | -82.8401 | 36.7792 |
Avg Daily Profit (%) | 0.1896 | 0.1668 | 0.0228 | -0.0601 | -0.1716 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231678 | -173110 | -81320 | -201853 | -179418 | -75349 |
Profit Factor | 1.2524 | 1.3672 | 1.0768 | 0.9331 | 0.8104 | 1.146 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Losing Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Profitability (%) | 52.3179 | 57.3333 | 47.3684 | 52.3179 | 57.3333 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.0174 | 1.1965 | 0.8504 | 0.6031 | 1.2734 |
Largest Winning Trade | 137504 | 137504 | 21059 | 37574 | 37574 | 30256 |
Largest Losing Trade | -63801 | -63801 | -25956 | -83393 | -83393 | -31879 |
Avg Bars in Trades | 78 | 100 | 56 | 78 | 100 | 56 |
Avg Bars in Winners | 73 | 85 | 59 | 73 | 85 | 59 |
Avg Bars in Losers | 83 | 121 | 53 | 83 | 121 | 53 |
Bars Traded | 11826 | 7548 | 4278 | 11826 | 7548 | 4278 |
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 | 303022 | -47897 | -353511 | -579686 | -636507 | -264971 |
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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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