Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550232.8863 | 474934.6933 | 75298.1929 | 186876.8665 | -69016.4322 | 255893.2987 |
Total P&L (%) | 550.2329 | 474.9347 | 75.2982 | 186.8769 | -69.0164 | 255.8933 |
Avg Daily Profit (%) | 0.2642 | 0.2281 | 0.0362 | 0.0506 | -0.0562 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120304 | -75460 | -201030 | -308978 | -380291 | -247635 |
Profit Factor | 1.5024 | 1.9753 | 1.1238 | 1.08 | 0.9427 | 1.2262 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 41.2879 | 37.1212 | 45.4545 | 41.2879 | 37.1212 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1364 | 3.3459 | 1.3485 | 1.5358 | 1.5968 | 1.4714 |
Largest Winning Trade | 246858 | 246858 | 52922 | 206786 | 206786 | 155974 |
Largest Losing Trade | -54890 | -21698 | -54890 | -93558 | -91456 | -93558 |
Avg Bars in Trades | 92 | 81 | 104 | 92 | 81 | 104 |
Avg Bars in Winners | 148 | 139 | 155 | 148 | 139 | 155 |
Avg Bars in Losers | 53 | 46 | 61 | 53 | 46 | 61 |
Bars Traded | 24505 | 10711 | 13794 | 24505 | 10711 | 13794 |
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 | 324403 | 230432 | -230939 | -258714 | -583212 | -113842 |
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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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