Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219508.4586 | 403664.9539 | -184156.4953 | 187632.886 | 369548.3903 | -181915.5043 |
Total P&L (%) | 219.5085 | 403.665 | -184.1565 | 187.6329 | 369.5484 | -181.9155 |
Avg Daily Profit (%) | 0.0945 | 0.1737 | -0.0793 | 0.0455 | 0.0666 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360464 | -141425 | -486952 | -2307678 | -1550052 | -1379040 |
Profit Factor | 1.1346 | 1.702 | 0.8255 | 1.0267 | 1.1178 | 0.9532 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 92 | 43 | 49 | 92 | 41 | 51 |
Losing Trades | 89 | 48 | 41 | 89 | 50 | 39 |
Profitability (%) | 50.8287 | 47.2527 | 54.4444 | 50.8287 | 45.0549 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0976 | 1.8999 | 0.6907 | 0.9933 | 1.3632 | 0.7289 |
Largest Winning Trade | 60127 | 60127 | 51613 | 614790 | 495151 | 614790 |
Largest Losing Trade | -225486 | -49836 | -225486 | -808634 | -808634 | -740339 |
Avg Bars in Trades | 74 | 65 | 83 | 74 | 65 | 83 |
Avg Bars in Winners | 79 | 66 | 91 | 79 | 67 | 89 |
Avg Bars in Losers | 69 | 64 | 75 | 69 | 63 | 76 |
Bars Traded | 13499 | 5953 | 7546 | 13499 | 5953 | 7546 |
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 | -138226 | 332719 | -580515 | -323898 | -197157 | -580227 |
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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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