Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320639.919 | 283386.2435 | 37253.6755 | 4109.2888 | 99635.6872 | -95526.3984 |
Total P&L (%) | 320.6399 | 283.3862 | 37.2537 | 4.1093 | 99.6357 | -95.5264 |
Avg Daily Profit (%) | 0.1539 | 0.136 | 0.0179 | 0.0019 | 0.0332 | -0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105120 | -83421 | -164272 | -133425 | -115712 | -202343 |
Profit Factor | 1.3607 | 1.7663 | 1.0718 | 1.0039 | 1.2325 | 0.8498 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 49.7006 | 51.8072 | 47.619 | 49.7006 | 51.8072 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3771 | 1.643 | 1.1789 | 1.016 | 1.1465 | 0.9347 |
Largest Winning Trade | 188451 | 188451 | 52308 | 61200 | 61200 | 52308 |
Largest Losing Trade | -58547 | -27326 | -58547 | -78225 | -53107 | -78225 |
Avg Bars in Trades | 147 | 106 | 187 | 147 | 106 | 187 |
Avg Bars in Winners | 178 | 127 | 233 | 178 | 127 | 233 |
Avg Bars in Losers | 117 | 85 | 146 | 117 | 85 | 146 |
Bars Traded | 24626 | 8866 | 15761 | 24626 | 8866 | 15761 |
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 | 303854 | -8186 | -314264 | -571528 | -148980 | -582033 |
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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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