Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461369.8236 | 382830.1108 | 78539.7128 | 114591.7841 | 238251.4436 | -123659.6595 |
Total P&L (%) | 461.3698 | 382.8301 | 78.5397 | 114.5918 | 238.2514 | -123.6597 |
Avg Daily Profit (%) | 0.2129 | 0.1766 | 0.0362 | 0.0352 | 0.0562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161483 | -80036 | -142620 | -1256602 | -1077739 | -819405 |
Profit Factor | 1.2967 | 1.4615 | 1.1083 | 1.0155 | 1.0552 | 0.9598 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Losing Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Profitability (%) | 47.929 | 51.4793 | 44.3787 | 47.929 | 51.4793 | 44.3787 |
Ratio Avg Win / Avg Loss | 1.4087 | 1.3775 | 1.389 | 1.1033 | 0.9946 | 1.2029 |
Largest Winning Trade | 82107 | 82107 | 62778 | 309378 | 309378 | 175843 |
Largest Losing Trade | -43609 | -43609 | -34998 | -412204 | -412204 | -246523 |
Avg Bars in Trades | 18 | 23 | 13 | 18 | 23 | 13 |
Avg Bars in Winners | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Losers | 17 | 24 | 10 | 17 | 24 | 10 |
Bars Traded | 6305 | 4041 | 2264 | 6305 | 4041 | 2264 |
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 | 325238 | 334481 | -247512 | -348052 | -278457 | -580689 |
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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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