Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286415.6509 | 253648.8399 | 32766.8109 | 73569.1826 | 266888.0445 | -193318.8619 |
Total P&L (%) | 286.4157 | 253.6488 | 32.7668 | 73.5692 | 266.888 | -193.3189 |
Avg Daily Profit (%) | 0.1618 | 0.1433 | 0.0185 | 0.0312 | 0.0735 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132040 | -70658 | -139510 | -221201 | -161095 | -318940 |
Profit Factor | 1.2602 | 1.4947 | 1.0557 | 1.0362 | 1.2907 | 0.8266 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Losing Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Profitability (%) | 44.8864 | 45.4545 | 44.3182 | 44.8864 | 45.4545 | 44.3182 |
Ratio Avg Win / Avg Loss | 1.5473 | 1.7936 | 1.3264 | 1.2723 | 1.5489 | 1.0386 |
Largest Winning Trade | 70958 | 69679 | 70958 | 88936 | 88936 | 77565 |
Largest Losing Trade | -39576 | -35077 | -39576 | -100288 | -53709 | -100288 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 10435 | 4920 | 5515 | 10435 | 4920 | 5515 |
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 | 301519 | -507 | -332078 | -331864 | -94854 | -580954 |
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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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