Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311432.2166 | 283875.3913 | 27556.8254 | 46281.4297 | 131058.8335 | -84777.4037 |
Total P&L (%) | 311.4322 | 283.8754 | 27.5568 | 46.2814 | 131.0588 | -84.7774 |
Avg Daily Profit (%) | 0.1759 | 0.1603 | 0.0156 | 0.0215 | 0.0473 | -0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120926 | -80609 | -99961 | -256251 | -98069 | -198880 |
Profit Factor | 1.3411 | 1.6923 | 1.0548 | 1.0412 | 1.2631 | 0.8642 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 44.2424 | 45.7831 | 42.6829 | 44.2424 | 45.7831 | 42.6829 |
Ratio Avg Win / Avg Loss | 1.6901 | 2.004 | 1.4164 | 1.3123 | 1.4958 | 1.1604 |
Largest Winning Trade | 107529 | 107529 | 70303 | 93280 | 93280 | 66107 |
Largest Losing Trade | -50401 | -28040 | -50401 | -99468 | -83530 | -99468 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 64 | 54 | 76 | 64 | 54 | 76 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7010 | 3129 | 3881 | 7010 | 3129 | 3881 |
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 | 269515 | 306595 | -342946 | -342357 | -131834 | -586414 |
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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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