Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358233.2785 | 280347.841 | 77885.4376 | -30020.3989 | 105073.0003 | -135093.3992 |
Total P&L (%) | 358.2333 | 280.3478 | 77.8854 | -30.0204 | 105.073 | -135.0934 |
Avg Daily Profit (%) | 0.1625 | 0.1272 | 0.0353 | -0.0162 | 0.0326 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189608 | -52898 | -163021 | -128378 | -19363 | -158532 |
Profit Factor | 1.3936 | 1.9373 | 1.1274 | 0.9459 | 1.8795 | 0.69 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 64.1176 | 68.2353 | 60 | 64.1176 | 68.2353 | 60 |
Ratio Avg Win / Avg Loss | 0.7799 | 0.9018 | 0.7516 | 0.5294 | 0.8749 | 0.46 |
Largest Winning Trade | 65978 | 65978 | 47597 | 33055 | 33055 | 32590 |
Largest Losing Trade | -92516 | -32830 | -92516 | -110582 | -14520 | -110582 |
Avg Bars in Trades | 37 | 24 | 50 | 37 | 24 | 50 |
Avg Bars in Winners | 33 | 19 | 48 | 33 | 19 | 48 |
Avg Bars in Losers | 45 | 34 | 54 | 45 | 34 | 54 |
Bars Traded | 6395 | 2068 | 4327 | 6395 | 2068 | 4327 |
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 | 324355 | -19764 | -226466 | -578057 | -145982 | -579530 |
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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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