Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283211.9722 | 213026.0797 | 70185.8925 | 30080.5867 | 109591.1707 | -79510.584 |
Total P&L (%) | 283.212 | 213.0261 | 70.1859 | 30.0806 | 109.5912 | -79.5106 |
Avg Daily Profit (%) | 0.2784 | 0.2094 | 0.069 | 0.0259 | 0.0728 | -0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118882 | -101279 | -102914 | -326829 | -186986 | -209745 |
Profit Factor | 1.2693 | 1.4409 | 1.1235 | 1.0183 | 1.1464 | 0.911 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 47.8992 | 44.5378 | 51.2605 | 47.8992 | 44.5378 | 51.2605 |
Ratio Avg Win / Avg Loss | 1.3806 | 1.7943 | 1.0682 | 1.1076 | 1.4276 | 0.8662 |
Largest Winning Trade | 165069 | 165069 | 34646 | 188775 | 188775 | 56088 |
Largest Losing Trade | -39096 | -22998 | -39096 | -114875 | -70130 | -114875 |
Avg Bars in Trades | 101 | 103 | 98 | 101 | 103 | 98 |
Avg Bars in Winners | 131 | 137 | 127 | 131 | 137 | 127 |
Avg Bars in Losers | 72 | 76 | 68 | 72 | 76 | 68 |
Bars Traded | 24051 | 12330 | 11721 | 24051 | 12330 | 11721 |
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 | 310165 | 266218 | -185613 | -361387 | -157618 | -580852 |
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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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