Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88022.1911 | -1463.2496 | 89485.4407 | 31947.0973 | -16596.719 | 48543.8163 |
Total P&L (%) | 88.0222 | -1.4633 | 89.4854 | 31.9471 | -16.5967 | 48.5438 |
Avg Daily Profit (%) | 0.169 | -0.0028 | 0.1718 | 0.0532 | -0.0348 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82130 | -34582 | -69508 | -146403 | -62458 | -137605 |
Profit Factor | 1.208 | 0.9914 | 1.3531 | 1.0434 | 0.939 | 1.1046 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 68.6992 | 65.0407 | 72.3577 | 68.6992 | 65.0407 | 72.3577 |
Ratio Avg Win / Avg Loss | 0.5504 | 0.5329 | 0.5169 | 0.4754 | 0.5047 | 0.422 |
Largest Winning Trade | 11424 | 8095 | 11424 | 19767 | 16380 | 19767 |
Largest Losing Trade | -49123 | -18672 | -49123 | -88993 | -26408 | -88993 |
Avg Bars in Trades | 98 | 42 | 154 | 98 | 42 | 154 |
Avg Bars in Winners | 56 | 24 | 84 | 56 | 24 | 84 |
Avg Bars in Losers | 191 | 75 | 338 | 191 | 75 | 338 |
Bars Traded | 24240 | 5197 | 19043 | 24240 | 5197 | 19043 |
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 | 300719 | -579624 | 306057 | -296066 | -579624 | -197652 |
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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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