Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416859.7227 | 438923.2396 | -22063.5169 | -58757.1501 | 488899.1963 | -547656.3464 |
Total P&L (%) | 416.8597 | 438.9232 | -22.0635 | -58.7572 | 488.8992 | -547.6563 |
Avg Daily Profit (%) | 0.2109 | 0.222 | -0.0112 | -0.0448 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284017 | -215411 | -233740 | -1057958 | -670894 | -722296 |
Profit Factor | 1.3777 | 1.7178 | 0.9552 | 0.9783 | 1.384 | 0.6193 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 50 | 46.4286 | 53.5714 | 50 | 46.4286 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.3777 | 1.9821 | 0.8278 | 0.9783 | 1.5969 | 0.5367 |
Largest Winning Trade | 153236 | 153236 | 57417 | 406790 | 406790 | 380105 |
Largest Losing Trade | -77340 | -62205 | -77340 | -301097 | -247778 | -301097 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Losers | 39 | 46 | 32 | 39 | 46 | 32 |
Bars Traded | 7667 | 4285 | 3382 | 7667 | 4285 | 3382 |
Profit Streak | 0 | 0 | 572.6523 | 0 | 0 | 572.6523 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329491 | 336489 | -580060 | -579897 | -73166 | -580060 |
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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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