Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320240.4257 | 232723.0024 | 87517.4233 | 84347.1747 | 211505.7546 | -127158.5798 |
Total P&L (%) | 320.2404 | 232.723 | 87.5174 | 84.3472 | 211.5058 | -127.1586 |
Avg Daily Profit (%) | 0.3148 | 0.2288 | 0.086 | 0.0601 | 0.1118 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179558 | -138475 | -107609 | -438345 | -260910 | -336163 |
Profit Factor | 1.3333 | 1.4851 | 1.1819 | 1.0404 | 1.2115 | 0.8831 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 48.503 | 47.3054 | 49.7006 | 48.503 | 47.3054 | 49.7006 |
Ratio Avg Win / Avg Loss | 1.4156 | 1.6542 | 1.1962 | 1.1046 | 1.3495 | 0.8938 |
Largest Winning Trade | 185068 | 185068 | 42485 | 241841 | 241841 | 68790 |
Largest Losing Trade | -40759 | -21714 | -40759 | -120027 | -54232 | -120027 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 12129 | 5544 | 6585 | 12129 | 5544 | 6585 |
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 | 361931 | 340709 | -98324 | -287542 | -44989 | -580575 |
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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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