Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251944.6176 | 160736.5416 | 91208.076 | 515976.2976 | 542166.6341 | -26190.3365 |
Total P&L (%) | 251.9446 | 160.7365 | 91.2081 | 515.9763 | 542.1666 | -26.1903 |
Avg Daily Profit (%) | 0.4837 | 0.3086 | 0.1751 | 0.3497 | 0.3577 | -0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63844 | -28488 | -41186 | -609862 | -252323 | -402089 |
Profit Factor | 1.5459 | 1.7662 | 1.3623 | 1.2149 | 1.5466 | 0.9814 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 184 | 94 | 90 | 184 | 94 | 90 |
Profitability (%) | 42.3197 | 41.25 | 43.3962 | 42.3197 | 41.25 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.107 | 2.5156 | 1.7769 | 1.6558 | 2.2028 | 1.2801 |
Largest Winning Trade | 54974 | 54974 | 24696 | 284977 | 284977 | 155903 |
Largest Losing Trade | -19630 | -8876 | -19630 | -116723 | -71066 | -116723 |
Avg Bars in Trades | 77 | 73 | 80 | 77 | 73 | 80 |
Avg Bars in Winners | 125 | 126 | 124 | 125 | 126 | 124 |
Avg Bars in Losers | 41 | 36 | 46 | 41 | 36 | 46 |
Bars Traded | 24586 | 11797 | 12789 | 24586 | 11797 | 12789 |
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 | 390829 | 295549 | 220485 | 291758 | 302362 | -581970 |
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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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