Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283694.7048 | 238162.7063 | 45531.9985 | 72106.354 | 306167.986 | -234061.632 |
Total P&L (%) | 283.6947 | 238.1627 | 45.532 | 72.1064 | 306.168 | -234.0616 |
Avg Daily Profit (%) | 0.1516 | 0.1273 | 0.0243 | 0.029 | 0.0749 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101068 | -90856 | -129186 | -302254 | -253692 | -440391 |
Profit Factor | 1.2479 | 1.4807 | 1.0702 | 1.0248 | 1.249 | 0.8602 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 55.2469 | 53.0864 | 57.4074 | 55.2469 | 53.0864 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.0109 | 1.3085 | 0.794 | 0.8302 | 1.1038 | 0.6382 |
Largest Winning Trade | 57404 | 57404 | 39813 | 105232 | 105232 | 94966 |
Largest Losing Trade | -55670 | -27603 | -55670 | -230213 | -70433 | -230213 |
Avg Bars in Trades | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Winners | 63 | 60 | 65 | 63 | 60 | 65 |
Avg Bars in Losers | 74 | 69 | 79 | 74 | 69 | 79 |
Bars Traded | 22115 | 10516 | 11600 | 22115 | 10516 | 11600 |
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 | 336503 | -21218 | -305857 | -346616 | -92430 | -579524 |
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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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