Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483972.7514 | 416249.982 | 67722.7694 | 410686.8306 | 273798.8516 | 136887.979 |
Total P&L (%) | 483.9728 | 416.25 | 67.7228 | 410.6868 | 273.7989 | 136.888 |
Avg Daily Profit (%) | 0.2492 | 0.2143 | 0.0349 | 0.084 | 0.0679 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134467 | -57306 | -175428 | -288795 | -262460 | -263737 |
Profit Factor | 1.3821 | 1.9119 | 1.0836 | 1.1551 | 1.2704 | 1.0837 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 50.4823 | 50.641 | 50.3226 | 50.4823 | 50.641 | 50.3226 |
Ratio Avg Win / Avg Loss | 1.3556 | 1.8635 | 1.0697 | 1.133 | 1.2383 | 1.0698 |
Largest Winning Trade | 58656 | 45757 | 58656 | 158565 | 144294 | 158565 |
Largest Losing Trade | -57302 | -24227 | -57302 | -136274 | -94708 | -136274 |
Avg Bars in Trades | 72 | 33 | 111 | 72 | 33 | 111 |
Avg Bars in Winners | 96 | 32 | 162 | 96 | 32 | 162 |
Avg Bars in Losers | 48 | 35 | 61 | 48 | 35 | 61 |
Bars Traded | 22642 | 5288 | 17354 | 22642 | 5288 | 17354 |
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 | 371357 | 421864 | -274765 | -129048 | -102018 | -261744 |
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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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