Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341477.2349 | 378410.3028 | -36933.0679 | -46698.1185 | 323310.279 | -370008.3976 |
Total P&L (%) | 341.4772 | 378.4103 | -36.9331 | -46.6981 | 323.3103 | -370.0084 |
Avg Daily Profit (%) | 0.1366 | 0.1514 | -0.0148 | -0.0252 | 0.0578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131280 | -78752 | -156377 | -337044 | -190421 | -448496 |
Profit Factor | 1.3128 | 1.839 | 0.9424 | 0.9746 | 1.4653 | 0.6756 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 52.0958 | 52.381 | 51.8072 | 52.0958 | 52.381 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.2072 | 1.6718 | 0.8766 | 0.8961 | 1.3321 | 0.6285 |
Largest Winning Trade | 91706 | 91706 | 57386 | 133023 | 133023 | 90906 |
Largest Losing Trade | -63058 | -33522 | -63058 | -159299 | -76408 | -159299 |
Avg Bars in Trades | 87 | 61 | 114 | 87 | 61 | 114 |
Avg Bars in Winners | 93 | 61 | 125 | 93 | 61 | 125 |
Avg Bars in Losers | 82 | 62 | 102 | 82 | 62 | 102 |
Bars Traded | 14695 | 5195 | 9500 | 14695 | 5195 | 9500 |
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 | -9316 | 384287 | -580875 | -579631 | -114729 | -580875 |
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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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