Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231499.4172 | 166201.7155 | 65297.7017 | 5994.2767 | 63270.3974 | -57276.1207 |
Total P&L (%) | 231.4994 | 166.2017 | 65.2977 | 5.9943 | 63.2704 | -57.2761 |
Avg Daily Profit (%) | 0.2255 | 0.1619 | 0.0636 | 0.0057 | 0.0478 | -0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119900 | -129944 | -107870 | -227822 | -163330 | -141806 |
Profit Factor | 1.2088 | 1.2913 | 1.1213 | 1.0047 | 1.0999 | 0.9106 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 48.7544 | 47.8571 | 49.6454 | 48.7544 | 47.8571 | 49.6454 |
Ratio Avg Win / Avg Loss | 1.2706 | 1.4069 | 1.1374 | 1.056 | 1.1984 | 0.9236 |
Largest Winning Trade | 64093 | 64093 | 33520 | 55263 | 55263 | 44211 |
Largest Losing Trade | -43697 | -31217 | -43697 | -78157 | -32870 | -78157 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 12084 | 6312 | 5772 | 12084 | 6312 | 5772 |
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 | 300647 | 227150 | -195670 | -565386 | -241199 | -581096 |
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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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