Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416177.7824 | 296316.9803 | 119860.8021 | 260526.92 | 308667.4075 | -48140.4875 |
Total P&L (%) | 416.1778 | 296.317 | 119.8608 | 260.5269 | 308.6674 | -48.1405 |
Avg Daily Profit (%) | 0.402 | 0.2863 | 0.1158 | 0.124 | 0.1361 | -0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146314 | -104906 | -89325 | -530929 | -292663 | -301737 |
Profit Factor | 1.4745 | 1.701 | 1.2638 | 1.1007 | 1.2452 | 0.9638 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 158 | 74 | 84 | 158 | 74 | 84 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 50.4792 | 47.1338 | 53.8462 | 50.4792 | 47.1338 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4465 | 1.9078 | 1.0832 | 1.0798 | 1.3966 | 0.8261 |
Largest Winning Trade | 216501 | 216501 | 42191 | 378032 | 378032 | 78662 |
Largest Losing Trade | -35140 | -21714 | -35140 | -119744 | -99842 | -119744 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 49 | 44 | 52 | 49 | 44 | 52 |
Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
Bars Traded | 12035 | 5320 | 6715 | 12035 | 5320 | 6715 |
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 | 439086 | 386419 | -37798 | -135585 | -12460 | -580017 |
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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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