Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274178.5997 | 227928.8803 | 46249.7194 | 165586.7307 | 142450.898 | 23135.8327 |
Total P&L (%) | 274.1786 | 227.9289 | 46.2497 | 165.5867 | 142.4509 | 23.1358 |
Avg Daily Profit (%) | 0.2632 | 0.2188 | 0.0444 | 0.0938 | 0.0851 | 0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83201 | -73506 | -50504 | -375807 | -279720 | -244283 |
Profit Factor | 1.4692 | 1.6976 | 1.1795 | 1.0921 | 1.1394 | 1.0298 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Profitability (%) | 41.2399 | 39.2473 | 43.2432 | 41.2399 | 39.2473 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.0934 | 2.6279 | 1.5481 | 1.556 | 1.7637 | 1.3516 |
Largest Winning Trade | 230083 | 230083 | 37575 | 317369 | 317369 | 131546 |
Largest Losing Trade | -15900 | -15900 | -10201 | -94226 | -94226 | -38427 |
Avg Bars in Trades | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Winners | 107 | 85 | 127 | 107 | 85 | 127 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 24459 | 10171 | 14288 | 24459 | 10171 | 14288 |
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 | 321234 | 260477 | -159445 | -187305 | -149245 | -360917 |
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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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