Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396859.042 | 365753.9417 | 31105.1003 | 37627.9717 | 230672.4742 | -193044.5025 |
Total P&L (%) | 396.859 | 365.7539 | 31.1051 | 37.628 | 230.6725 | -193.0445 |
Avg Daily Profit (%) | 0.2235 | 0.2059 | 0.0175 | 0.018 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130066 | -83420 | -137613 | -492926 | -208327 | -506021 |
Profit Factor | 1.2812 | 1.5391 | 1.0425 | 1.0141 | 1.1816 | 0.8611 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 46.1806 | 46.5278 | 45.8333 | 46.1806 | 46.5278 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.4932 | 1.7689 | 1.232 | 1.1819 | 1.358 | 1.0177 |
Largest Winning Trade | 167601 | 167601 | 67826 | 124263 | 124263 | 54853 |
Largest Losing Trade | -46570 | -41134 | -46570 | -89513 | -89513 | -84116 |
Avg Bars in Trades | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3468 | 1438 | 2030 | 3468 | 1438 | 2030 |
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 | 291226 | 326983 | -347808 | -375927 | -124974 | -580626 |
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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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