Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328746.1946 | 337478.4126 | -8732.2181 | -4643.4932 | 64180.4227 | -68823.9159 |
Total P&L (%) | 328.7462 | 337.4784 | -8.7322 | -4.6435 | 64.1804 | -68.8239 |
Avg Daily Profit (%) | 0.1844 | 0.1893 | -0.0049 | -0.0027 | 0.0278 | -0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120107 | -93279 | -156879 | -82121 | -53091 | -129939 |
Profit Factor | 1.458 | 2.1514 | 0.9794 | 0.9906 | 1.3349 | 0.7736 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 40.8163 | 42.8571 | 38.7755 | 40.8163 | 42.8571 | 38.7755 |
Ratio Avg Win / Avg Loss | 2.114 | 2.8686 | 1.5465 | 1.4364 | 1.7799 | 1.2215 |
Largest Winning Trade | 167271 | 167271 | 78609 | 54798 | 54540 | 54798 |
Largest Losing Trade | -49901 | -29080 | -49901 | -42144 | -24326 | -42144 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 121 | 102 | 142 | 121 | 102 | 142 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 6937 | 3127 | 3810 | 6937 | 3127 | 3810 |
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 | 228157 | 321861 | -582269 | -582421 | -157380 | -583380 |
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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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