Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342296.4299 | 286371.8176 | 55924.6123 | 176593.6987 | 185253.5688 | -8659.8701 |
Total P&L (%) | 342.2964 | 286.3718 | 55.9246 | 176.5937 | 185.2536 | -8.6599 |
Avg Daily Profit (%) | 0.3286 | 0.2749 | 0.0537 | 0.0977 | 0.1007 | -0.0087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118548 | -95370 | -59413 | -1388943 | -1168724 | -570337 |
Profit Factor | 1.3958 | 1.5623 | 1.1573 | 1.0325 | 1.0539 | 0.9956 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 56.6265 | 52.4194 | 60.8 | 56.6265 | 52.4194 | 60.8 |
Ratio Avg Win / Avg Loss | 1.0691 | 1.4181 | 0.7461 | 0.7909 | 0.9566 | 0.6419 |
Largest Winning Trade | 115870 | 115870 | 17294 | 663519 | 663519 | 168566 |
Largest Losing Trade | -61014 | -61014 | -29894 | -910819 | -910819 | -371459 |
Avg Bars in Trades | 97 | 154 | 41 | 97 | 154 | 41 |
Avg Bars in Winners | 71 | 102 | 44 | 71 | 102 | 44 |
Avg Bars in Losers | 132 | 211 | 36 | 132 | 211 | 36 |
Bars Traded | 24312 | 19128 | 5184 | 24312 | 19128 | 5184 |
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 | 415847 | 361331 | -170173 | -246761 | -221431 | -579600 |
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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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