Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230349.1614 | 158207.1365 | 72142.0249 | -3637.7491 | 149719.2074 | -153356.9565 |
Total P&L (%) | 230.3492 | 158.2071 | 72.142 | -3.6377 | 149.7192 | -153.357 |
Avg Daily Profit (%) | 0.1606 | 0.1103 | 0.0503 | -0.0026 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96640 | -37152 | -115166 | -320277 | -67153 | -340012 |
Profit Factor | 1.2964 | 1.5799 | 1.143 | 0.9974 | 1.3705 | 0.8449 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 50.8982 | 47.619 | 54.2169 | 50.8982 | 47.619 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.2506 | 1.7379 | 0.9652 | 0.9622 | 1.5075 | 0.7135 |
Largest Winning Trade | 62004 | 62004 | 39867 | 81155 | 81155 | 77332 |
Largest Losing Trade | -62693 | -33054 | -62693 | -261207 | -42050 | -261207 |
Avg Bars in Trades | 50 | 36 | 64 | 50 | 36 | 64 |
Avg Bars in Winners | 53 | 37 | 68 | 53 | 37 | 68 |
Avg Bars in Losers | 47 | 35 | 60 | 47 | 35 | 60 |
Bars Traded | 8410 | 3027 | 5383 | 8410 | 3027 | 5383 |
Profit Streak | 0 | 0 | 65.9859 | 0 | 0 | 65.9859 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300147 | -44089 | -188996 | -579786 | -107335 | -579179 |
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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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