Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322930.0221 | 254304.1151 | 68625.9071 | 2689.6093 | 24917.4795 | -22227.8703 |
Total P&L (%) | 322.93 | 254.3041 | 68.6259 | 2.6896 | 24.9175 | -22.2279 |
Avg Daily Profit (%) | 0.1673 | 0.1317 | 0.0356 | 0.0014 | 0.0115 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172821 | -75052 | -127118 | -163044 | -117977 | -117522 |
Profit Factor | 1.2441 | 1.3763 | 1.106 | 1.0021 | 1.0373 | 0.9653 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 52.5316 | 51.8987 | 53.1646 | 52.5316 | 51.8987 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.1242 | 1.2756 | 0.9744 | 0.9055 | 0.9614 | 0.8504 |
Largest Winning Trade | 97672 | 97672 | 52196 | 82258 | 82258 | 63010 |
Largest Losing Trade | -57747 | -47095 | -57747 | -73309 | -59163 | -73309 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 5595 | 3025 | 2570 | 5595 | 3025 | 2570 |
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 | 336319 | -15805 | -250079 | -574425 | -361367 | -579817 |
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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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