Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281572.2692 | 191896.5333 | 89675.7359 | 409926.7436 | 414952.7731 | -5026.0295 |
Total P&L (%) | 281.5723 | 191.8965 | 89.6757 | 409.9267 | 414.9528 | -5.026 |
Avg Daily Profit (%) | 0.2703 | 0.1842 | 0.0861 | 0.1565 | 0.1575 | -0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84774 | -73316 | -57216 | -735978 | -270385 | -502314 |
Profit Factor | 1.5372 | 1.7944 | 1.3174 | 1.1871 | 1.4348 | 0.9959 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 191 | 102 | 89 | 191 | 102 | 89 |
Profitability (%) | 39.557 | 35.443 | 43.6709 | 39.557 | 35.443 | 43.6709 |
Ratio Avg Win / Avg Loss | 2.3489 | 3.2684 | 1.6992 | 1.8139 | 2.6134 | 1.2846 |
Largest Winning Trade | 117126 | 117126 | 52263 | 222234 | 222234 | 171589 |
Largest Losing Trade | -11494 | -11055 | -11494 | -90081 | -84803 | -90081 |
Avg Bars in Trades | 78 | 63 | 92 | 78 | 63 | 92 |
Avg Bars in Winners | 143 | 124 | 158 | 143 | 124 | 158 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 24669 | 10018 | 14651 | 24669 | 10018 | 14651 |
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 | 304490 | 198033 | -78910 | -8774 | 139948 | -581300 |
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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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