Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329199.2875 | 316705.0426 | 12494.245 | -9414.245 | 256773.9968 | -266188.2418 |
Total P&L (%) | 329.1993 | 316.705 | 12.4942 | -9.4142 | 256.774 | -266.1882 |
Avg Daily Profit (%) | 0.178 | 0.1713 | 0.0068 | -0.0053 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205284 | -133097 | -233895 | -374969 | -230436 | -465822 |
Profit Factor | 1.2247 | 1.4579 | 1.0162 | 0.995 | 1.3113 | 0.7487 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 51.1765 | 48.2353 | 54.1176 | 51.1765 | 48.2353 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.1684 | 1.5645 | 0.8615 | 0.9493 | 1.4073 | 0.6347 |
Largest Winning Trade | 146183 | 146183 | 32579 | 193900 | 193900 | 76526 |
Largest Losing Trade | -55204 | -35685 | -55204 | -121355 | -63471 | -121355 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5526 | 2736 | 2789 | 5526 | 2736 | 2789 |
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 | 333536 | 340616 | -475252 | -578569 | -100990 | -579631 |
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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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