Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523005.7702 | 421983.4043 | 101022.3659 | 187208.348 | 225454.1675 | -38245.8195 |
Total P&L (%) | 523.0058 | 421.9834 | 101.0224 | 187.2083 | 225.4542 | -38.2458 |
Avg Daily Profit (%) | 0.2272 | 0.1833 | 0.0439 | 0.0458 | 0.0513 | -0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165664 | -139916 | -159594 | -275575 | -132727 | -264951 |
Profit Factor | 1.6346 | 1.9247 | 1.2747 | 1.1982 | 1.4538 | 0.9146 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 41.9355 | 35.4839 | 48.3871 | 41.9355 | 35.4839 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2633 | 3.4994 | 1.3596 | 1.659 | 2.6432 | 0.9756 |
Largest Winning Trade | 216537 | 216537 | 60656 | 197067 | 197067 | 66648 |
Largest Losing Trade | -40795 | -33853 | -40795 | -98338 | -67947 | -98338 |
Avg Bars in Trades | 109 | 110 | 108 | 109 | 110 | 108 |
Avg Bars in Winners | 159 | 169 | 153 | 159 | 169 | 153 |
Avg Bars in Losers | 72 | 78 | 65 | 72 | 78 | 65 |
Bars Traded | 13552 | 6852 | 6700 | 13552 | 6852 | 6700 |
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 | 308080 | -148970 | -289176 | -135912 | -282413 | -735585 |
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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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