Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406482.431 | 398495.7461 | 7986.6849 | -86237.3025 | 112096.99 | -198334.2925 |
Total P&L (%) | 406.4824 | 398.4957 | 7.9867 | -86.2373 | 112.097 | -198.3343 |
Avg Daily Profit (%) | 0.2518 | 0.2469 | 0.0049 | -0.1228 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123390 | -108512 | -124103 | -244573 | -56209 | -241893 |
Profit Factor | 1.3924 | 1.7704 | 1.0154 | 0.8167 | 1.8209 | 0.4059 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
Losing Trades | 101 | 59 | 42 | 101 | 59 | 42 |
Profitability (%) | 43.8889 | 34.4444 | 53.3333 | 43.8889 | 34.4444 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7801 | 3.3694 | 0.8885 | 1.0441 | 3.4657 | 0.3552 |
Largest Winning Trade | 336441 | 336441 | 44403 | 141424 | 141424 | 13613 |
Largest Losing Trade | -88699 | -42294 | -88699 | -222626 | -19489 | -222626 |
Avg Bars in Trades | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Winners | 72 | 82 | 65 | 72 | 82 | 65 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 9424 | 4683 | 4741 | 9424 | 4683 | 4741 |
Profit Streak | 0 | 0 | 35.9447 | 0 | 0 | 35.9447 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302020 | 180565 | -556135 | -580545 | -133594 | -579668 |
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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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