Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316897.9801 | 284570.3834 | 32327.5967 | -24986.6549 | 738665.7312 | -763652.3862 |
Total P&L (%) | 316.898 | 284.5704 | 32.3276 | -24.9867 | 738.6657 | -763.6524 |
Avg Daily Profit (%) | 0.1666 | 0.1496 | 0.017 | -0.0151 | 0.1119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149727 | -129173 | -176152 | -708349 | -213942 | -934119 |
Profit Factor | 1.3152 | 1.6323 | 1.0582 | 0.9893 | 1.9727 | 0.5127 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 50.9434 | 52.5 | 49.3671 | 50.9434 | 52.5 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.2665 | 1.4769 | 1.0853 | 0.9526 | 1.7848 | 0.5259 |
Largest Winning Trade | 95751 | 95751 | 70022 | 195159 | 195159 | 98895 |
Largest Losing Trade | -50879 | -35455 | -50879 | -297172 | -61767 | -297172 |
Avg Bars in Trades | 34 | 24 | 45 | 34 | 24 | 45 |
Avg Bars in Winners | 40 | 24 | 56 | 40 | 24 | 56 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 5539 | 1929 | 3610 | 5539 | 1929 | 3610 |
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 | 304826 | -10229 | -356763 | -579822 | -58359 | -607982 |
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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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