Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268835.3937 | 86573.3098 | 182262.0839 | 83672.0298 | -74595.5888 | 158267.6186 |
Total P&L (%) | 268.8354 | 86.5733 | 182.2621 | 83.672 | -74.5956 | 158.2676 |
Avg Daily Profit (%) | 0.2063 | 0.0664 | 0.1398 | 0.0467 | -0.1051 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158201 | -118858 | -90197 | -976809 | -629677 | -405289 |
Profit Factor | 1.2373 | 1.1476 | 1.3335 | 1.0209 | 0.964 | 1.0819 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 154 | 84 | 70 | 154 | 84 | 70 |
Profitability (%) | 50.9554 | 46.4968 | 55.414 | 50.9554 | 46.4968 | 55.414 |
Ratio Avg Win / Avg Loss | 1.1909 | 1.3205 | 1.073 | 0.9826 | 1.1093 | 0.8705 |
Largest Winning Trade | 82028 | 82028 | 41758 | 257970 | 257970 | 155823 |
Largest Losing Trade | -40604 | -30881 | -40604 | -267643 | -230600 | -267643 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 15408 | 7705 | 7702 | 15408 | 7705 | 7702 |
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 | 329080 | -163495 | -5091 | -328043 | -580206 | -226839 |
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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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