Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327587.9198 | 354786.6136 | -27198.6938 | -51027.3517 | -81322.7608 | 30295.4091 |
Total P&L (%) | 327.5879 | 354.7866 | -27.1987 | -51.0274 | -81.3228 | 30.2954 |
Avg Daily Profit (%) | 0.1657 | 0.1794 | -0.0138 | -0.0361 | -0.0848 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127449 | -117765 | -197657 | -507940 | -455180 | -259342 |
Profit Factor | 1.322 | 1.6426 | 0.9416 | 0.9687 | 0.9215 | 1.0511 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 52.8302 | 55 | 50.6329 | 52.8302 | 55 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.1803 | 1.3439 | 0.918 | 0.8649 | 0.7539 | 1.0248 |
Largest Winning Trade | 126727 | 126727 | 66613 | 222658 | 186829 | 222658 |
Largest Losing Trade | -62048 | -62048 | -32326 | -252145 | -252145 | -52142 |
Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Winners | 21 | 18 | 25 | 21 | 18 | 25 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 3692 | 1881 | 1811 | 3692 | 1881 | 1811 |
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 | 324838 | -9087 | -607376 | -579300 | -599310 | -368988 |
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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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