Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199093.5536 | 139927.6165 | 59165.9371 | 111490.128 | 122561.1893 | -11071.0613 |
Total P&L (%) | 199.0936 | 139.9276 | 59.1659 | 111.4901 | 122.5612 | -11.0711 |
Avg Daily Profit (%) | 0.1911 | 0.1343 | 0.0568 | 0.0719 | 0.0768 | -0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99541 | -58382 | -72573 | -271595 | -147550 | -180071 |
Profit Factor | 1.2076 | 1.3114 | 1.1161 | 1.0589 | 1.1392 | 0.9891 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Losing Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Profitability (%) | 51.0638 | 50.5319 | 51.5957 | 51.0638 | 50.5319 | 51.5957 |
Ratio Avg Win / Avg Loss | 1.1573 | 1.2837 | 1.047 | 1.0147 | 1.1152 | 0.9279 |
Largest Winning Trade | 62567 | 62567 | 31677 | 85365 | 82173 | 85365 |
Largest Losing Trade | -29261 | -17835 | -29261 | -77518 | -55214 | -77518 |
Avg Bars in Trades | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Winners | 73 | 65 | 80 | 73 | 65 | 80 |
Avg Bars in Losers | 58 | 60 | 56 | 58 | 60 | 56 |
Bars Traded | 24815 | 11815 | 13000 | 24815 | 11815 | 13000 |
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 | 330044 | -13048 | -209997 | -250575 | -157290 | -580142 |
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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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