Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96567.785 | 215126.8066 | -118559.0217 | -91832.7003 | 5193.8662 | -97026.5665 |
Total P&L (%) | 96.5678 | 215.1268 | -118.559 | -91.8327 | 5.1939 | -97.0266 |
Avg Daily Profit (%) | 0.0684 | 0.1524 | -0.084 | -0.1773 | 0.0036 | -0.2487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259080 | -83956 | -232859 | -126407 | -38234 | -131442 |
Profit Factor | 1.0583 | 1.3047 | 0.8751 | 0.8683 | 1.0169 | 0.7515 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 165 | 91 | 74 | 165 | 91 | 74 |
Losing Trades | 171 | 77 | 94 | 171 | 77 | 94 |
Profitability (%) | 49.1071 | 54.1667 | 44.0476 | 49.1071 | 54.1667 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.0968 | 1.104 | 1.1116 | 0.8999 | 0.8605 | 0.9546 |
Largest Winning Trade | 48154 | 48154 | 46629 | 30080 | 25537 | 30080 |
Largest Losing Trade | -59036 | -55118 | -59036 | -33393 | -19302 | -33393 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 4191 | 1943 | 2248 | 4191 | 1943 | 2248 |
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 | -256284 | 304875 | -580823 | -579090 | -556224 | -582490 |
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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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