Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377603.6814 | 336873.1019 | 40730.5795 | 80014.8752 | 201150.2335 | -121135.3583 |
Total P&L (%) | 377.6037 | 336.8731 | 40.7306 | 80.0149 | 201.1502 | -121.1354 |
Avg Daily Profit (%) | 0.1813 | 0.1617 | 0.0196 | 0.0282 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132458 | -124609 | -140444 | -258508 | -195628 | -270489 |
Profit Factor | 1.3697 | 1.6672 | 1.0789 | 1.0519 | 1.2766 | 0.8515 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 45.0549 | 46.3235 | 43.7956 | 45.0549 | 46.3235 | 43.7956 |
Ratio Avg Win / Avg Loss | 1.6704 | 1.9318 | 1.3845 | 1.2828 | 1.4793 | 1.0927 |
Largest Winning Trade | 204833 | 204833 | 49692 | 174727 | 174727 | 53716 |
Largest Losing Trade | -36654 | -23206 | -36654 | -65107 | -53916 | -65107 |
Avg Bars in Trades | 90 | 87 | 93 | 90 | 87 | 93 |
Avg Bars in Winners | 129 | 115 | 144 | 129 | 115 | 144 |
Avg Bars in Losers | 57 | 62 | 53 | 57 | 62 | 53 |
Bars Traded | 24677 | 11885 | 12792 | 24677 | 11885 | 12792 |
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 | 309122 | 317819 | -305275 | -319143 | -123913 | -581715 |
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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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