Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248265.0867 | 161956.7954 | 86308.2912 | 37256.2247 | 147160.2771 | -109904.0524 |
Total P&L (%) | 248.2651 | 161.9568 | 86.3083 | 37.2562 | 147.1603 | -109.9041 |
Avg Daily Profit (%) | 0.2047 | 0.1335 | 0.0712 | 0.0261 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86229 | -61956 | -89008 | -231799 | -143008 | -246174 |
Profit Factor | 1.2247 | 1.3208 | 1.1438 | 1.0187 | 1.1757 | 0.9052 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 56.9132 | 52.5641 | 61.2903 | 56.9132 | 52.5641 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.9272 | 1.1919 | 0.7224 | 0.7712 | 1.061 | 0.5717 |
Largest Winning Trade | 36872 | 36872 | 25534 | 57228 | 57228 | 49104 |
Largest Losing Trade | -66853 | -27817 | -66853 | -178762 | -61273 | -178762 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3428 | 1686 | 1742 | 3428 | 1686 | 1742 |
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 | 303058 | -13699 | -159907 | -359328 | -119715 | -578780 |
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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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