Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413282.5284 | 385106.9722 | 28175.5561 | -30512.7899 | 85139.4884 | -115652.2783 |
Total P&L (%) | 413.2825 | 385.107 | 28.1756 | -30.5128 | 85.1395 | -115.6523 |
Avg Daily Profit (%) | 0.2207 | 0.2056 | 0.015 | -0.0194 | 0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157804 | -86685 | -208974 | -285003 | -188966 | -194544 |
Profit Factor | 1.2551 | 1.4257 | 1.0394 | 0.9787 | 1.104 | 0.8119 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 47.0219 | 44.375 | 49.6855 | 47.0219 | 44.375 | 49.6855 |
Ratio Avg Win / Avg Loss | 1.414 | 1.7872 | 1.0525 | 1.1027 | 1.3839 | 0.8222 |
Largest Winning Trade | 174996 | 174996 | 59563 | 210233 | 210233 | 53556 |
Largest Losing Trade | -44212 | -44212 | -43044 | -81873 | -81873 | -58549 |
Avg Bars in Trades | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Winners | 13 | 16 | 11 | 13 | 16 | 11 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3678 | 2120 | 1558 | 3678 | 2120 | 1558 |
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 | 302208 | 288188 | -352808 | -578323 | -256666 | -580345 |
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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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