Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289869.5643 | 250976.3311 | 38893.2332 | 100693.2379 | 164226.8996 | -63533.6617 |
Total P&L (%) | 289.8696 | 250.9763 | 38.8932 | 100.6932 | 164.2269 | -63.5337 |
Avg Daily Profit (%) | 0.2783 | 0.2409 | 0.0373 | 0.0669 | 0.0933 | -0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87758 | -90286 | -128865 | -236765 | -229504 | -204975 |
Profit Factor | 1.2298 | 1.4191 | 1.0587 | 1.0411 | 1.1371 | 0.9493 |
Total Trades | 503 | 252 | 251 | 503 | 252 | 251 |
Winning Trades | 243 | 116 | 127 | 243 | 116 | 127 |
Losing Trades | 260 | 136 | 124 | 260 | 136 | 124 |
Profitability (%) | 48.3101 | 46.0317 | 50.5976 | 48.3101 | 46.0317 | 50.5976 |
Ratio Avg Win / Avg Loss | 1.3158 | 1.6638 | 1.0337 | 1.1139 | 1.3331 | 0.9269 |
Largest Winning Trade | 80109 | 80109 | 27514 | 132248 | 132248 | 61923 |
Largest Losing Trade | -51749 | -30939 | -51749 | -93494 | -90863 | -93494 |
Avg Bars in Trades | 48 | 39 | 58 | 48 | 39 | 58 |
Avg Bars in Winners | 50 | 38 | 61 | 50 | 38 | 61 |
Avg Bars in Losers | 47 | 41 | 54 | 47 | 41 | 54 |
Bars Traded | 24624 | 9992 | 14632 | 24624 | 9992 | 14632 |
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 | 356986 | 328083 | -300461 | -276985 | -138904 | -579942 |
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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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