Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321289.3329 | 240539.6525 | 80749.6804 | 103873.5087 | 145067.9824 | -41194.4737 |
Total P&L (%) | 321.2893 | 240.5397 | 80.7497 | 103.8735 | 145.068 | -41.1945 |
Avg Daily Profit (%) | 0.2351 | 0.176 | 0.0591 | 0.0521 | 0.0656 | -0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113268 | -80293 | -67635 | -204364 | -209442 | -158810 |
Profit Factor | 1.3331 | 1.4989 | 1.1674 | 1.0604 | 1.168 | 0.9519 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 150 | 63 | 87 | 150 | 63 | 87 |
Losing Trades | 181 | 102 | 79 | 181 | 102 | 79 |
Profitability (%) | 45.3172 | 38.1818 | 52.4096 | 45.3172 | 38.1818 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.6086 | 2.4268 | 1.0601 | 1.2795 | 1.891 | 0.8644 |
Largest Winning Trade | 154275 | 154275 | 42749 | 120461 | 120461 | 63820 |
Largest Losing Trade | -28489 | -16816 | -28489 | -57537 | -48578 | -57537 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 30 | 27 | 35 | 30 | 27 | 35 |
Bars Traded | 16177 | 7224 | 8953 | 16177 | 7224 | 8953 |
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 | 332224 | 199426 | -149754 | -277457 | -144229 | -580151 |
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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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