Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287770.6694 | 377694.7665 | -89924.0971 | -85189.5109 | 7491.6241 | -92681.135 |
Total P&L (%) | 287.7707 | 377.6948 | -89.9241 | -85.1895 | 7.4916 | -92.6811 |
Avg Daily Profit (%) | 0.115 | 0.151 | -0.036 | -0.0763 | 0.0029 | -0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205642 | -91022 | -167871 | -146364 | -86479 | -107610 |
Profit Factor | 1.2223 | 1.5342 | 0.8469 | 0.8587 | 1.0239 | 0.6792 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 49.711 | 50 | 49.4253 | 49.711 | 50 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.2366 | 1.5342 | 0.8666 | 0.8687 | 1.0239 | 0.695 |
Largest Winning Trade | 123350 | 123350 | 37339 | 43322 | 43322 | 39479 |
Largest Losing Trade | -60814 | -50409 | -60814 | -46850 | -39750 | -46850 |
Avg Bars in Trades | 84 | 112 | 57 | 84 | 112 | 57 |
Avg Bars in Winners | 92 | 118 | 66 | 92 | 118 | 66 |
Avg Bars in Losers | 77 | 105 | 48 | 77 | 105 | 48 |
Bars Traded | 14686 | 9656 | 5031 | 14686 | 9656 | 5031 |
Profit Streak | 0 | 70.4239 | 0 | 0 | 70.4239 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39007 | 362253 | -581323 | -579984 | -548770 | -581323 |
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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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