Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290168.7326 | 202725.1507 | 87443.5819 | 69285.2619 | 118756.4862 | -49471.2243 |
Total P&L (%) | 290.1687 | 202.7252 | 87.4436 | 69.2853 | 118.7565 | -49.4712 |
Avg Daily Profit (%) | 0.2121 | 0.1482 | 0.0639 | 0.0385 | 0.0572 | -0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144112 | -81195 | -93116 | -134047 | -81277 | -119853 |
Profit Factor | 1.2863 | 1.4348 | 1.1598 | 1.0764 | 1.3046 | 0.9044 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 50.431 | 47.4138 | 53.4483 | 50.431 | 47.4138 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.2643 | 1.5914 | 1.0101 | 1.058 | 1.4469 | 0.7877 |
Largest Winning Trade | 54481 | 49172 | 54481 | 51994 | 43094 | 51994 |
Largest Losing Trade | -57030 | -27124 | -57030 | -64657 | -29573 | -64657 |
Avg Bars in Trades | 70 | 57 | 82 | 70 | 57 | 82 |
Avg Bars in Winners | 81 | 63 | 97 | 81 | 63 | 97 |
Avg Bars in Losers | 58 | 51 | 65 | 58 | 51 | 65 |
Bars Traded | 16247 | 6666 | 9582 | 16247 | 6666 | 9582 |
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 | 323803 | 199333 | -152158 | -276810 | -117634 | -580576 |
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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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