Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560173.5511 | 605198.7201 | -45025.169 | -89755.6572 | -75380.7235 | -14374.9337 |
Total P&L (%) | 560.1736 | 605.1987 | -45.0252 | -89.7557 | -75.3807 | -14.3749 |
Avg Daily Profit (%) | 0.2411 | 0.2605 | -0.0194 | -0.098 | -0.0603 | -0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205922 | -133889 | -301726 | -111852 | -93577 | -69745 |
Profit Factor | 1.3937 | 1.9043 | 0.9403 | 0.7234 | 0.5854 | 0.8992 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 43.956 | 40.6593 | 47.2527 | 43.956 | 40.6593 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.7769 | 2.7793 | 1.0496 | 0.9223 | 0.8543 | 1.0038 |
Largest Winning Trade | 367563 | 367563 | 46726 | 24781 | 12579 | 24781 |
Largest Losing Trade | -79394 | -61077 | -79394 | -45708 | -45708 | -15444 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 6860 | 3533 | 3327 | 6860 | 3533 | 3327 |
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 | 315333 | 296163 | -580490 | -582175 | -584721 | -580490 |
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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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