Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363271.2058 | 304645.1553 | 58626.0505 | -6562.1457 | 45143.217 | -51705.3627 |
Total P&L (%) | 363.2712 | 304.6452 | 58.6261 | -6.5621 | 45.1432 | -51.7054 |
Avg Daily Profit (%) | 0.1576 | 0.1322 | 0.0254 | -0.0029 | 0.0162 | -0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256809 | -202771 | -195358 | -151371 | -71128 | -136729 |
Profit Factor | 1.3603 | 1.5782 | 1.1218 | 0.9852 | 1.1933 | 0.7525 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 50.5882 | 45.8824 | 55.2941 | 50.5882 | 45.8824 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.3286 | 1.8615 | 0.907 | 0.9623 | 1.4074 | 0.6084 |
Largest Winning Trade | 197689 | 197689 | 53332 | 48831 | 48831 | 31002 |
Largest Losing Trade | -52967 | -40975 | -52967 | -60844 | -43900 | -60844 |
Avg Bars in Trades | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Winners | 105 | 111 | 100 | 105 | 111 | 100 |
Avg Bars in Losers | 53 | 57 | 48 | 53 | 57 | 48 |
Bars Traded | 13560 | 6999 | 6561 | 13560 | 6999 | 6561 |
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 | 312405 | -15564 | -247546 | -579811 | -182878 | -580418 |
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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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