Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474711.7543 | 436305.1419 | 38406.6124 | -35508.6719 | -40157.2189 | 4648.547 |
Total P&L (%) | 474.7118 | 436.3051 | 38.4066 | -35.5087 | -40.1572 | 4.6485 |
Avg Daily Profit (%) | 0.207 | 0.1903 | 0.0167 | -0.0191 | -0.0224 | 0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160381 | -121199 | -175006 | -163333 | -89432 | -74879 |
Profit Factor | 1.3882 | 1.7011 | 1.0639 | 0.9422 | 0.8846 | 1.0175 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 51.0526 | 48.4211 | 53.6842 | 51.0526 | 48.4211 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.3309 | 1.812 | 0.9179 | 0.9033 | 0.9423 | 0.8778 |
Largest Winning Trade | 347166 | 347166 | 56747 | 110167 | 110167 | 47654 |
Largest Losing Trade | -52534 | -52534 | -44005 | -60400 | -60400 | -59135 |
Avg Bars in Trades | 70 | 78 | 62 | 70 | 78 | 62 |
Avg Bars in Winners | 82 | 93 | 72 | 82 | 93 | 72 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 13395 | 7466 | 5929 | 13395 | 7466 | 5929 |
Profit Streak | 0 | 0 | 143.5441 | 0 | 0 | 143.5441 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339653 | 354473 | -323140 | -579646 | -581692 | -557345 |
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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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