Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253371.1997 | 207670.6738 | 45700.5259 | 100272.5482 | 173327.8863 | -73055.338 |
Total P&L (%) | 253.3712 | 207.6707 | 45.7005 | 100.2725 | 173.3279 | -73.0553 |
Avg Daily Profit (%) | 0.2432 | 0.1994 | 0.0439 | 0.0667 | 0.0966 | -0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84041 | -92743 | -88700 | -330351 | -254668 | -233462 |
Profit Factor | 1.2187 | 1.3512 | 1.0805 | 1.0402 | 1.1379 | 0.9409 |
Total Trades | 640 | 320 | 320 | 640 | 320 | 320 |
Winning Trades | 292 | 144 | 148 | 292 | 144 | 148 |
Losing Trades | 348 | 176 | 172 | 348 | 176 | 172 |
Profitability (%) | 45.625 | 45 | 46.25 | 45.625 | 45 | 46.25 |
Ratio Avg Win / Avg Loss | 1.4524 | 1.6515 | 1.2558 | 1.2397 | 1.3907 | 1.0935 |
Largest Winning Trade | 114030 | 114030 | 34430 | 182753 | 182753 | 90622 |
Largest Losing Trade | -15975 | -15975 | -15277 | -71341 | -71341 | -66439 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 24610 | 11082 | 13528 | 24610 | 11082 | 13528 |
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 | 331902 | 298689 | -268301 | -278532 | -133732 | -579451 |
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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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