Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269089.9393 | 201414.3379 | 67675.6014 | 9996.9194 | 24296.1619 | -14299.2425 |
Total P&L (%) | 269.0899 | 201.4143 | 67.6756 | 9.9969 | 24.2962 | -14.2992 |
Avg Daily Profit (%) | 0.1968 | 0.1473 | 0.0495 | 0.007 | 0.0159 | -0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161669 | -97428 | -115117 | -188166 | -133830 | -158829 |
Profit Factor | 1.2723 | 1.4017 | 1.139 | 1.0097 | 1.0462 | 0.9718 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 165 | 91 | 74 | 165 | 91 | 74 |
Profitability (%) | 45.5446 | 40.1316 | 50.9934 | 45.5446 | 40.1316 | 50.9934 |
Ratio Avg Win / Avg Loss | 1.5212 | 2.0911 | 1.0946 | 1.2072 | 1.5608 | 0.934 |
Largest Winning Trade | 156139 | 156139 | 43975 | 101551 | 101551 | 62276 |
Largest Losing Trade | -35492 | -23308 | -35492 | -42858 | -27893 | -42858 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 77 | 71 | 82 | 77 | 71 | 82 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 16121 | 7215 | 8906 | 16121 | 7215 | 8906 |
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 | 304946 | 63751 | -194277 | -559327 | -347777 | -580413 |
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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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