Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239002.7856 | 189295.6192 | 49707.1664 | 157361.1141 | 227832.3395 | -70471.2254 |
Total P&L (%) | 239.0028 | 189.2956 | 49.7072 | 157.3611 | 227.8323 | -70.4712 |
Avg Daily Profit (%) | 0.2294 | 0.1817 | 0.0477 | 0.0908 | 0.114 | -0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77551 | -67473 | -78909 | -437194 | -301377 | -354246 |
Profit Factor | 1.2755 | 1.4616 | 1.1086 | 1.0478 | 1.1494 | 0.9601 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 186 | 86 | 100 | 186 | 86 | 100 |
Losing Trades | 224 | 119 | 105 | 224 | 119 | 105 |
Profitability (%) | 45.3659 | 41.9512 | 48.7805 | 45.3659 | 41.9512 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5361 | 2.0225 | 1.1641 | 1.2619 | 1.5905 | 1.0081 |
Largest Winning Trade | 93488 | 93488 | 32439 | 182864 | 182864 | 119840 |
Largest Losing Trade | -22735 | -13339 | -22735 | -103064 | -52233 | -103064 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Losers | 38 | 34 | 44 | 38 | 34 | 44 |
Bars Traded | 24825 | 11278 | 13547 | 24825 | 11278 | 13547 |
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 | 333315 | 253267 | -231522 | -239357 | -98422 | -579067 |
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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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