Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142979.4203 | 164804.3278 | -21824.9075 | -39656.2003 | -14358.453 | -25297.7473 |
Total P&L (%) | 142.9794 | 164.8043 | -21.8249 | -39.6562 | -14.3585 | -25.2977 |
Avg Daily Profit (%) | 0.1373 | 0.1582 | -0.021 | -0.0485 | -0.0149 | -0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159728 | -149663 | -24451 | -599288 | -578041 | -28722 |
Profit Factor | 1.3435 | 1.4486 | 0.5538 | 0.964 | 0.9858 | 0.7158 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 44.8276 | 48.8372 | 40.9091 | 44.8276 | 48.8372 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.6535 | 1.5176 | 0.7999 | 1.1865 | 1.0328 | 1.0339 |
Largest Winning Trade | 103568 | 103568 | 5362 | 329293 | 329293 | 19288 |
Largest Losing Trade | -60205 | -60205 | -7453 | -331572 | -331572 | -12624 |
Avg Bars in Trades | 271 | 544 | 4 | 271 | 544 | 4 |
Avg Bars in Winners | 246 | 452 | 5 | 246 | 452 | 5 |
Avg Bars in Losers | 291 | 632 | 3 | 291 | 632 | 3 |
Bars Traded | 23601 | 23410 | 191 | 23601 | 23410 | 191 |
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 | -10111 | 322772 | -583977 | -580890 | -579512 | -582310 |
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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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